Fitting dynamic factor models to non-stationary time series
| Year of publication: |
2011
|
|---|---|
| Authors: | Eichler, Michael ; Motta, Giovanni ; von Sachs, Rainer |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 163.2011, 1, p. 51-71
|