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Journal of econometrics
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Fitting dynamic factor models to non-stationary time series
Eichler, Michael
;
Motta, Giovanni
;
Sachs, Rainer von
- In:
Journal of econometrics
163
(
2011
)
1
,
pp. 51-70
Persistent link: https://www.econbiz.de/10009270587
Saved in:
2
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
Saved in:
3
Fitting dynamic factor models to non-stationary time series
Eichler, Michael
;
Motta, Giovanni
;
von Sachs, Rainer
- In:
Journal of econometrics
163
(
2011
)
1
,
pp. 51-71
Persistent link: https://www.econbiz.de/10009017643
Saved in:
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