Forecasting with nonstationary dynamic factor models
Year of publication: |
2004
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Authors: | Peña, Daniel ; Poncela, Pilar |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 119.2004, 2, p. 291-321
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Subject: | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Theorie | Theory |
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