Forecasting with nonstationary dynamic factor models
Year of publication: |
2004
|
---|---|
Authors: | Peña, Daniel ; Poncela, Pilar |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 119.2004, 2, p. 291-322
|
Saved in:
Saved in favorites
Similar items by person
-
Further research on independent component analysis
Poncela, Pilar, (2012)
-
Forecasting with nonstationary dynamic factor models
Peña, Daniel, (2004)
-
Guerrero, Víctor M., (1998)
- More ...