Determining the Number of Factors in the General Dynamic Factor Model (Q5307661)

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scientific article; zbMATH DE number 5191530
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Determining the Number of Factors in the General Dynamic Factor Model
scientific article; zbMATH DE number 5191530

    Statements

    title
    Determining the Number of Factors in the General Dynamic Factor Model (English)
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    author
    Marc Hallin
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    Roman Liška
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    publication date
    18 September 2007
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    Identifiers

    zbMATH DE Number
    5191530
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    OpenAlex ID
    W2030677701
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