Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely: An interesting generalization of dynamic factor analysis models has been proposed recently by Forni, Lippi and collaborators. These models, called generalized dynamic factor analysis models describe observations of infinite cross-sectional dimension. Quite surprisingly the inherent non-uniqueness of factor analysis models does not occur in this generalized context.  attempt an explanation of this fact by restricting the analysis to static generalized factor models.  show that there is a natural interpretation of generalized factor analysis models in terms of Wold decomposition of stationary sequences. A stationary sequence admits a (unique) generalized factor analysis decomposition if and only if two rather natural conditions are satisfied.
['Giulio Bottegal', 'Giorgio Picci']
I am writing a research paper on a idea A note on generalized factor analysis models
[{"from": "human", "value": "I am writing a research paper on a idea A note on generalized factor analysis models"}, {"from": "gpt", "value": "Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely: An interesting generalization of dynamic factor analysis models has been proposed recently by Forni, Lippi and collaborators. These models, called generalized dynamic factor analysis models describe observations of infinite cross-sectional dimension. Quite surprisingly the inherent non-uniqueness of factor analysis models does not occur in this generalized context.  attempt an explanation of this fact by restricting the analysis to static generalized factor models.  show that there is a natural interpretation of generalized factor analysis models in terms of Wold decomposition of stationary sequences. A stationary sequence admits a (unique) generalized factor analysis decomposition if and only if two rather natural conditions are satisfied."}]