THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY
Year of publication: |
2001
|
---|---|
Authors: | Forni, Mario ; Lippi, Marco |
Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 17.2001, 06, p. 1113-1141
|
Publisher: |
Cambridge University Press |
Description of contents: | Abstract [journals.cambridge.org] |
Saved in:
Saved in favorites
Similar items by person
-
The generalized dynamic factor model: One-sided estimation and forecasting
Forni, Mario, (2003)
-
Opening the black box: structural factor models with large cross-sections
Forni, Mario, (2007)
-
Dynamic factor model with infinite‐dimensional factor space : Forecasting
Forni, Mario, (2018)
- More ...