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Weak Factors are Everywhere
Factor Sequences are stochastic double sequences indexed in time and cross-section which have a so called factor structure.
Retrieval from Mixed Sampling Frequency: Generic Identifiability in the Unit Root VAR
The "REtrieval from MIxed Sampling" (REMIS) approach based on blocking developed in Anderson et al. (2016a) is concerned with retrieving an underlying high frequency model from mixed frequency observations.
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