{"type":"rich","provider_name":"Hatena Blog","image_url":null,"blog_url":"https://himaginary.hatenablog.com/","width":"100%","blog_title":"himaginary\u2019s diary","published":"2018-08-12 00:00:00","title":"\u6642\u5909\u7684\u306a\u30d5\u30a1\u30af\u30bf\u30fc\u30ed\u30fc\u30c7\u30a3\u30f3\u30b0\u3092\u6301\u3064\u30d5\u30a1\u30af\u30bf\u30fc\u30e2\u30c7\u30eb","categories":["\u7d4c\u6e08","\u7d71\u8a08"],"height":"190","provider_url":"https://hatena.blog","author_url":"https://blog.hatena.ne.jp/himaginary/","html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Fhimaginary.hatenablog.com%2Fentry%2F20180812%2Ffactor_model_w_time_varying_loadings\" title=\"\u6642\u5909\u7684\u306a\u30d5\u30a1\u30af\u30bf\u30fc\u30ed\u30fc\u30c7\u30a3\u30f3\u30b0\u3092\u6301\u3064\u30d5\u30a1\u30af\u30bf\u30fc\u30e2\u30c7\u30eb - himaginary\u2019s diary\" class=\"embed-card embed-blogcard\" scrolling=\"no\" frameborder=\"0\" style=\"display: block; width: 100%; height: 190px; max-width: 500px; margin: 10px 0px;\"></iframe>","description":"Francis Diebold\u304c\u8868\u984c\u306e\u30a8\u30f3\u30c8\u30ea\uff08\u539f\u984c\u306f\u300cFactor Model w Time-Varying Loadings\u300d\uff09\u3067\u3001\u30b9\u30bf\u30f3\u30d5\u30a9\u30fc\u30c9\u306eMarkus Pelger\u3068Ruoxuan Xiong\u306e\u8ad6\u6587\u300cState-Varying Factor Models of Large Dimensions\u300d\u306b\u30ea\u30f3\u30af\u3057\u3001\u81ea\u5206\u306e\u4ee5\u524d\u306e\u7814\u7a76\u3068\u95a2\u9023\u4ed8\u3051\u3066\u3044\u308b\u3002 Diebold\u306b\u3088\u308c\u3070\u3001Pelger\u306e\u8ad6\u6587\u306f\u6642\u5909\u7684\u306a\u30d5\u30a1\u30af\u30bf\u30fc\u30ed\u30fc\u30c7\u30a3\u30f3\u30b0\u3092\u6301\u3064\u9ad8\u6b21\u5143\u306e\u30d5\u30a1\u30af\u30bf\u30fc\u30e2\u30c7\u30eb\u3092\u3001\u6c34\u6e96\u30fb\u50be\u304d\u30fb\u66f2\u7387\u306e\u30a4\u30fc\u30eb\u30c9\u30ab\u30fc\u30d6\u30e2\u30c7\u30eb*1\u306b\u9069\u7528\u3057\u3066\u3044\u308b\u304c\u3001\u3082\u3046\u4e00\u3064\u8208\u5473\u6df1\u3044\u9069\u7528\u5148\u304c\u3042\u308b\u3001\u3068\u306e\u3053\u3068\u3067\u3042\u308b\u3002\u305d\u308c\u306f\u3001\u30b7\u30b9\u30c6\u30df\u30c3\u30af\u30ea\u30b9\u30af\u3092\u2026","author_name":"himaginary","url":"https://himaginary.hatenablog.com/entry/20180812/factor_model_w_time_varying_loadings","version":"1.0"}