Dynamic factor models with infinite-dimensional factor spaces : one-sided representations
Mario Forni; Marc Hallin; Marco Lippi; Paolo Zaffaroni
| Year of publication: |
2015
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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. 185.2015, 2, p. 359-371
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| Subject: | Generalized dynamic factor models | Vector processes with singular spectral density | One-sided representations for dynamic factor models | Zeitreihenanalyse | Time series analysis | Faktorenanalyse | Factor analysis | Dynamische Wirtschaftstheorie | Economic dynamics | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011348429