Inferential theory for generalized dynamic factor models
Year of publication: |
2024
|
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Authors: | Barigozzi, Matteo ; Hallin, Marc ; Luciani, Matteo ; Zaffaroni, Paolo |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ZDB-ID 1460617-3. - Vol. 239.2024, 2, Art.-No. 105422, p. 1-41
|
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 |
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