The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting
| Year of publication: |
2005
|
|---|---|
| Authors: | Forni, Mario ; Hallin, Marc ; Lippi, Marco ; Reichlin, Lucrezia |
| Published in: |
Journal of the American Statistical Association. - American Statistical Association. - Vol. 100.2005, September, p. 830-840
|
| Publisher: |
American Statistical Association |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005238507