The generalised dynamic factor model: one sided estimation and forecasting
| Year of publication: |
2005-09
|
|---|---|
| Authors: | Hallin, Marc ; Reichlin, Lucrezia ; Forni, Mario ; Lippi, Marco |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Published in: American Statistical Association. Journal (2005) v.100 n° 471,p.830-840 |
| Source: |
Persistent link: https://www.econbiz.de/10008590131