Dynamic factor models
| Year of publication: |
2004
|
|---|---|
| Authors: | Croux, Christophe ; Renault, Eric ; Werker, Bas |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 119.2004, 2, p. 223-230
|
| Publisher: |
Elsevier |