Theory and Methods - 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 : JASA. - Abingdon : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 2076020. - Vol. 100.2005, 471, p. 830-840
|