Forecasting with nonstationary dynamic factor models
| Year of publication: |
2004
|
|---|---|
| Authors: | Peña, Daniel ; Poncela, Pilar |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 119.2004, 2, p. 291-322
|