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A Grouped Factor Model

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Figure

Figure 1: GPCA for n = 2, k1 = 1, k2 = 2, N = 200, T = 3
Figure 2: GPCA for n = 2, k1 = 1, k2 + 1, T = 3 and K = 2.
Table 1: Estimation of grouped factor models
Table 2: Estimation of grouped factor models
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