The general dynamic factor model : one-sided representation results
Year of publication: |
2011
|
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Authors: | Forni, Mario ; Lippi, Marco |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 163.2011, 1, p. 23-28
|
Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Wirtschaftsindikator | Economic indicator |
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