Fitting dynamic factor models to non-stationary time series
Year of publication: |
2011
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Authors: | Eichler, Michael ; Motta, Giovanni ; von Sachs, Rainer |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 163.2011, 1, p. 51-71
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