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~isPartOf:"Dynamic factor models"
~person:"Proietti, Tommaso"
~subject:"Estimation theory"
~subject:"Zeitreihenanalyse"
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Dynamic factor models
CEIS Working Paper
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International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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On the selection of common factors for macroeconomic forecasting
Giovannelli, Alessandro
;
Proietti, Tommaso
- In:
Dynamic factor models
,
(pp. 595-630)
.
2016
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