Inferential theory for generalized dynamic factor models

Matteo Barigozzi, Marc Hallin, Matteo Luciani, Paolo Zaffaroni

Year of publication:	August 2021
Authors:	Barigozzi, Matteo ; Hallin, Marc ; Luciani, Matteo ; Zaffaroni, Paolo
Publisher:	Brussels, Belgium : ECARES
Subject:	High-dimensional time series \| Generalized Dynamic Factor Models \| One-sided representations of dynamic factor models \| Asymptotic distribution \| Confidence intervals \| Zeitreihenanalyse \| Time series analysis \| Faktorenanalyse \| Factor analysis \| Dynamische Wirtschaftstheorie \| Economic dynamics

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