Dynamic factor models
| Year of publication: |
2006
|
|---|---|
| Authors: | Breitung, Jörg ; Eickmeier, Sandra |
| Published in: |
AStA Advances in Statistical Analysis. - Springer. - Vol. 90.2006, 1, p. 27-42
|
| Publisher: |
Springer |
| Subject: | Principal components | dynamic factors | forecasting |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Classification: | C13 - Estimation ; C33 - Models with Panel Data ; C51 - Model Construction and Estimation |
| Source: |
Persistent link: https://www.econbiz.de/10005155552