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. - Elsevier, ISSN 0304-4076. - Vol. 119.2004, 2, p. 231-255
|
| Publisher: |
Elsevier |