The general dynamic factor model: one-sided representation results (Q737938): Difference between revisions
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| Property / cites work: Determining the Number of Factors in Approximate Factor Models / rank | |||
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Revision as of 10:04, 12 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The general dynamic factor model: one-sided representation results |
scientific article |
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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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