Dynamic factor models with infinite-dimensional factor spaces: One-sided representations
Year of publication: |
2015
|
---|---|
Authors: | Forni, Mario ; Hallin, Marc ; Lippi, Marco ; Zaffaroni, Paolo |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 185.2015, 2, p. 359-371
|
Publisher: |
Elsevier |
Subject: | Generalized dynamic factor models | Vector processes with singular spectral density | One-sided representations for dynamic factor models |
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