THE GENERALIZED DYNAMIC-FACTOR MODEL: IDENTIFICATION AND ESTIMATION
| Year of publication: |
2000
|
|---|---|
| Authors: | Forni, Mario ; Hallin, Marc ; Lippi, Marco ; Reichlin, Lucrezia |
| Published in: |
The review of economics and statistics. - Cambridge, Mass : MIT Press, ISSN 0034-6535, ZDB-ID 2079628. - Vol. 82.2000, 4, p. 540-554
|