Dynamic factor models for large panels of time series
| Authors: | Reichlin, Lucrezia ; Giannone, Domenico |
|---|---|
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10008575791