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Foundations and trends in econometrics
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Factor extraction in dynamic factor models : Kalman filter versus principal components
Ruiz, Esther
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Poncela, Pilar
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2022
Persistent link: https://www.econbiz.de/10014239837
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Short-term forecasting for empirical economists : a survey of the recently proposed algorithms
Camacho, Maximo
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Pérez-Quirós, Gabriel
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Poncela, Pilar
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2013
Persistent link: https://www.econbiz.de/10010243178
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