Identification and estimation of dynamic factor models

Jushan Bai; Peng Wang

Year of publication:	2012
Authors:	Bai, Jushan ; Wang, Peng
Publisher:	Washington, DC : Inter-American Development Bank, Research Dep.
Subject:	Cross-equation restrictions \| Impulse response function \| Multilevel factor model \| Spillover effects \| Faktorenanalyse \| Factor analysis \| VAR-Modell \| VAR model \| Statistischer Fehler \| Statistical error \| Bayes-Statistik \| Bayesian inference \| Zustandsraummodell \| State space model \| Theorie \| Theory

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