Do coincident indicators have one-factor structure?
| Year of publication: |
2009
|
|---|---|
| Authors: | Murasawa, Yasutomo |
| Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 36.2009, 2, p. 339-365
|
| Publisher: |
Department of Economics and Finance Research and Teaching |
| Subject: | Business cycle | Composite index | Factor analysis | Autocovariance structure | Minimum distance |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005612976