Consistent factor estimation in dynamic factor models with structural instability
Year of publication: |
2013
|
---|---|
Authors: | Bates, Brandon J. ; Plagborg-Møller, Mikkel ; Stock, James H. ; Watson, Mark W. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 177.2013, 2, p. 289-304
|
Subject: | Faktorenanalyse | Factor analysis | Schätztheorie | Estimation theory |
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