Dynamic factor models with infinite-dimensional factor spaces: one-sided representations

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Publication:2343813

DOI10.1016/j.jeconom.2013.10.017zbMath1331.62466OpenAlexW2008975375MaRDI QIDQ2343813

Marc Hallin, Mario Forni, Marco Lippi, Paolo Zaffaroni

Publication date: 6 May 2015

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11380/1073539




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