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~isPartOf:"Annals of the Institute of Statistical Mathematics"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"ECARES working paper"
~person:"Forni, Mario"
~type_genre:"Graue Literatur"
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Forni, Mario
Hallin, Marc
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Dynamic factor models with infinite-dimensional factor space : asymptotic analysis
Forni, Mario
;
Hallin, Marc
;
Lippi, Marco
;
Zaffaroni, Paolo
-
2015
Persistent link: https://www.econbiz.de/10011289241
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The generalized dynamic factor model : one-sided estimation and forecasting
Forni, Mario
;
Hallin, Marc
;
Lippi, Marco
;
Reichlin, Lucrezia
-
2002
Persistent link: https://www.econbiz.de/10013424011
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