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~isPartOf:"Computational Statistics & Data Analysis"
~subject:"Cointegration"
~subject:"Panel"
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Estimation of the monthly unemployment rate for six domains through structural time series modelling with cointegrated trends
Krieg, Sabine
;
den Brakel, Jan A. van
- In:
Computational Statistics & Data Analysis
56
(
2012
)
10
,
pp. 2918-2933
more parsimonious
common
factor
model that is based on three common trends. Although the use of
common
factor
models is a …
Persistent link: https://www.econbiz.de/10010574496
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