Theory and Methods - Determining the Number of Factors in the General Dynamic Factor Model
| Year of publication: |
2007
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|---|---|
| Authors: | Hallin, Marc ; Liska, Roman |
| Published in: |
Journal of the American Statistical Association : JASA. - Abingdon : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 2076020. - Vol. 102.2007, 478, p. 603-617
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