A parametric estimation method for dynamic factor models of large dimensions (Q3077648)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A parametric estimation method for dynamic factor models of large dimensions |
scientific article |
Statements
A parametric estimation method for dynamic factor models of large dimensions (English)
0 references
22 February 2011
0 references
principal components
0 references
subspace algorithm
0 references
