Principal Component Analysis for a Mix of Stationary and Nonstationary Variables
收藏NBER2024-01-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w32068
下载链接
链接失效反馈官方服务：
资源简介：
This paper develops a procedure for uncovering the common cyclical factors that drive a mix of stationary and nonstationary variables. The method does not require knowing which variables are nonstationary or the nature of the nonstationarity. An application to the FREDMD macroeconomic dataset
提供机构：
美国国家经济研究局
创建时间：
2024-01-01
