Determining the Number of Factors in the General Dynamic Factor Model
| Year of publication: |
2007
|
|---|---|
| Authors: | Hallin, Marc ; Liska, Roman |
| Published in: |
Journal of the American Statistical Association. - American Statistical Association. - Vol. 102.2007, June, p. 603-617
|
| Publisher: |
American Statistical Association |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005238614