Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis
Mario Forni, Marc Hallin, Marco Lippi, Paolo Zaffaroni
| Year of publication: |
July 2017
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| Authors: | Forni, Mario ; Hallin, Marc ; Lippi, Marco ; Zaffaroni, Paolo |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 199.2017, 1, p. 74-92
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| Subject: | High-dimensional time series | Generalized dynamic factor models | Vector processes with singular spectral density | One-sided representations of dynamic factor models | Consistency and rates | Zeitreihenanalyse | Time series analysis | Faktorenanalyse | Factor analysis | Dynamische Wirtschaftstheorie | Economic dynamics | Panel | Panel study |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2017.04.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011818962