Identification and estimation of causal factor models of stationary time series
Chris Heaton and Victor Solo
| Year of publication: |
2002
|
|---|---|
| Authors: | Heaton, Christopher ; Solo, Victor |
| Publisher: |
Sydney, NSW: Macquarie Univ., Dep. of Economics |
| Subject: | Zeitreihenanalyse | Time series analysis | Faktorenanalyse | Factor analysis | Theorie | Theory |
| Extent: | 25 S |
|---|---|
| Series: | Macquarie economics research papers. - Sydney, ISSN 1833-5020, ZDB-ID 2240179-9. - Vol. 1/2002 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 22 - 25 |
| ISBN: | 1-86408-650-5 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001660028