Une revue de la littérature des modèles à facteurs dynamiques
Year of publication: |
2013
|
---|---|
Authors: | Barhoumi, Karim ; Darné, Olivier ; Ferrara, Laurent |
Published in: |
Economie & prévision : EP. - Paris : Documentation Française, ISSN 0249-4744, ZDB-ID 779090-9. - Vol. 199.2012, 1, p. 51-77
|
Subject: | dynamic factor models | estimation | tests for the number of factors | macroeconomic applications |
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