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Dynamic factor model with infinite dimensional factor space: forecasting
Forni, Mario
;
Giovannelli, Alessandro
;
Lippi, Marco
; …
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2016
Persistent link: https://www.econbiz.de/10011672373
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Dynamic factor models with infinite-dimensional factor space : asymptotic analysis
Forni, Mario
;
Hallin, Marc
;
Lippi, Marco
;
Zaffaroni, Paolo
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2015
Persistent link: https://www.econbiz.de/10011289217
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