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 1848616. - Vol. 119.2004, 2, p. 231-256
|