The generalized dynamic factor model : one-sided estimation and forecasting
Mario Forni, Marc Hallin, Marco Lippi, and Lucrezia Reichlin
| Year of publication: |
2005
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|---|---|
| Authors: | Forni, Mario ; Hallin, Marc ; Lippi, Marco ; Reichlin, Lucrezia |
| Published in: |
Journal of the American Statistical Association : JASA. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 207602-0. - Vol. 100.2005, 471, p. 830-840
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| Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Wirtschaftsindikator | Economic indicator |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003107697