The generalized dynamic factor model consistency and rates
Year of publication: |
2004
|
---|---|
Authors: | Forni, Mario ; Hallin, Marc ; Lippi, Marco ; Reichlin, Lucrezia |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 119.2004, 2, p. 231-255
|
Subject: | Zeitreihenanalyse | Time series analysis | Multivariate Analyse | Multivariate analysis | Dynamische Wirtschaftstheorie | Economic dynamics |
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