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Determining the number of factors in the general dynamic factor model
Hallin, Marc; Liška, Roman - In: Journal of the American Statistical Association : JASA 102 (2007) 478, pp. 603-617
Persistent link: https://www.econbiz.de/10003490434
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The generalized dynamic factor model : one-sided estimation and forecasting
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia - In: Journal of the American Statistical Association : JASA 100 (2005) 471, pp. 830-840
Persistent link: https://www.econbiz.de/10003107697