3D-PCA: Factor Models with Restrictions
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https://www.nber.org/papers/w32261
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资源简介：
This paper proposes latent factor models for multidimensional panels called 3D-PCA. Factor weights are constructed from a small set of dimension-specific building blocks, which give rise to proportionality restrictions of factor weights. While the set of feasible factors is restricted, factors with
提供机构：
美国国家经济研究局
创建时间：
2024-03-01
