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Long-History PCA in a Dynamic Factor Model with Weak Loadings

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Zenodo2026-01-30 更新2026-05-26 收录
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To reproduce the results reported in “Long-History PCA in a Dynamic Factor Model with Weak Loadings,” users must download the accompanying data files and place them in the designated directory. Detailed instructions are provided in the ReadMe.txt file available on the journal’s website.

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Zenodo
创建时间:
2026-01-06
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