Inferential theory for generalized dynamic factor models
Matteo Barigozzi, Marc Hallin, Matteo Luciani, Paolo Zaffaroni
| Year of publication: |
2024
|
|---|---|
| Authors: | Barigozzi, Matteo ; Hallin, Marc ; Luciani, Matteo ; Zaffaroni, Paolo |
| Subject: | Asymptotic distribution | Confidence intervals | Generalized dynamic factor models | High-dimensional time series | One-sided representations of dynamic factor models | Zeitreihenanalyse | Time series analysis | Faktorenanalyse | Factor analysis | Dynamische Wirtschaftstheorie | Economic dynamics | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2023.02.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015074449