The generalised dynamic factor model: consistency and rates
| Year of publication: |
2004-04
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|---|---|
| Authors: | Hallin, Marc ; Reichlin, Lucrezia ; Forni, Mario ; Lippi, Marco |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | Published in: Journal of Econometrics (2004) v.119 n° 2,p.231-255 |
| Source: |
Persistent link: https://www.econbiz.de/10008590213