The generalized dynamic factor model : one-sided estimation and forecasting
Year of publication: |
2003 ; [Elektronische Ressource]
|
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Authors: | Forni, Mario ; Hallin, Marc ; Lippi, Marco ; Reichlin, Lucrezia |
Institutions: | Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management (contributor) |
Publisher: |
Pisa : Laboratory of Economics and Management, Sant'Anna School of Advanced Studies |
Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Wirtschaftsindikator | Economic indicator |
Extent: | Online Ressource, 23 p., text ill |
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Series: | LEM working paper series. - Pisa : [Verlag nicht ermittelbar], ISSN 2284-0400, ZDB-ID 2436330-3. - Vol. 2003,13 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat reader |
Classification: | C13 - Estimation ; C33 - Models with Panel Data ; C43 - Index Numbers and Aggregation |
Source: | ECONIS - Online Catalogue of the ZBW |
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