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Property / DOI: 10.1016/j.jeconom.2010.11.003 / rank
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Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2010.11.003 / rank
 
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Property / cites work: Determining the Number of Factors in Approximate Factor Models / rank
 
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Property / cites work: The Generalized Dynamic Factor Model / rank
 
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Property / DOI: 10.1016/J.JECONOM.2010.11.003 / rank
 
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Latest revision as of 02:35, 10 December 2024

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The general dynamic factor model: one-sided representation results
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    The general dynamic factor model: one-sided representation results (English)
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    12 August 2016
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    dynamic factor models
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    frequency domain approach
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    estimation by one-sided filters
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