Asymptotic theory of principal component analysis for time series data with cautionary comments
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DOI: 10.1111/rssa.12793
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References listed on IDEAS
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Cited by:
- Thu K. Hoang & Klarizze Anne Martin Puzon & Hoai Thi Thu Dang & Rachel M. Gisselquist, 2024. "Inequality and institutional outcomes in Viet Nam: A combined principal components and clustering analysis," WIDER Working Paper Series wp-2024-38, World Institute for Development Economic Research (UNU-WIDER).
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