The generalized dynamic factor model consistency and rates
Year of publication: |
2004
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Authors: | Forni, Mario ; Hallin, Marc ; Lippi, Marco ; Reichlin, Lucrezia |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 119.2004, 2, p. 231-255
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Publisher: |
Elsevier |
Saved in:
Online Resource
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