Identification and estimation of dynamic factor models
Year of publication: |
2012-04-28
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Authors: | Bai, Jushan ; Wang, Peng |
Type of publication: | Book / Working Paper |
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Language: | English |
Notes: | Bai, Jushan and Wang, Peng (2012): Identification and estimation of dynamic factor models. |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C33 - Models with Panel Data ; C11 - Bayesian Analysis |
Source: | BASE |
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