Finite sample performance of small versus large scale dynamic factor models

Rocio Alvarez, Maximo Camacho and Gabriel Perez-Quiros

Year of publication:	2012
Authors:	Álvarez, Rocío ; Camacho, Maximo ; Pérez-Quirós, Gabriel
Publisher:	Madrid : Banco de España
Subject:	Zeitreihenanalyse \| Time series analysis \| Messung \| Measurement \| Wissenschaftliche Methode \| Scientific method \| Wirtschaftswachstum \| Economic growth \| Konjunktur \| Business cycle \| Theorie \| Theory

freely available

Full text |

More access options

www.bde.es

Check Google Scholar

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10011716155

A service of the