基于比值法对高维时间序列因子模型中因子个数的实证分析——以美国宏观经济数据为例Empirical Analysis of the Number of Factors in High-Dimensional Time Series Factor Models Based on the Ratio Method—Taking US Macroeconomic Data as an Example
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统计学与应用 Vol.13 No.2, April 26 2024, PDF, HTML, XML DOI:10.12677/sa.2024.132049 被引量