A dynamic principal components analysis based on multivariate matrix normal dynamic linear models
Manuel Salvador, Jose Luis Gallizo and Pilar Gargallo
| Year of publication: |
2003
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|---|---|
| Authors: | Salvador, Manuel ; Gallizo, Jose Luis ; Gargallo, Pilar |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 22.2003, 6/7, p. 457-478
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| Subject: | Zeitreihenanalyse | Time series analysis | Multivariate Analyse | Multivariate analysis | Dynamische Wirtschaftstheorie | Economic dynamics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001836455