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~isPartOf:"Journal of econometrics"
~person:"Barigozzi, Matteo"
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Large-dimensional dynamic factor models : estimation of
impulse–response
functions with I(1) cointegrated factors
Barigozzi, Matteo
;
Lippi, Marco
;
Luciani, Matteo
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 455-482
Persistent link: https://www.econbiz.de/10012619245
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