DYNAMIC FACTOR MODELS
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Publication:4471130
DOI10.1081/ETC-100106997zbMath1077.62544MaRDI QIDQ4471130
Christian Gouriéroux, Joanna Jasiak
Publication date: 18 June 2004
Published in: Econometric Reviews (Search for Journal in Brave)
Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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