Opening the black box: structural factor models with large cross sections
Mario Forni; Domenico Giannone; Marco Lippi; Lucrezia Reichlin
| Year of publication: |
2009
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|---|---|
| Authors: | Forni, Mario ; Giannone, Domenico ; Lippi, Marco ; Reichlin, Lucrezia |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 25.2009, 5, p. 1319-1347
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| Subject: | VAR-Modell | VAR model | Makroökonomik | Macroeconomics | Theorie | Theory | Nichtlineare Dynamik | Nonlinear dynamics |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003885772