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Variable Selection, Estimation and Inference for Multi-Period Forecasting Problems
Pesaran, M. Hashem, (2011)
Dynamic factor models for multivariate count data : an application to stock-market trading activity
Jung, Robert, (2011)
Variable selection, estimation and inference for multi-period forecasting problems
System identification by dynamic factor models
Heij, Christiaan, (1995)
Heij, Christiaan, (1998)
The structure of generalized linear dynamic factor models
Deistler, Manfred, (2015)