The Generalized Dynamic Factor Model

DOI10.1198/016214504000002050zbMath1117.62334MaRDI QIDQ5754859

Marc Hallin, Marco Lippi, Mario Forni, Lucrezia Reichlin

Publication date: 20 August 2007

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/016214504000002050

Mathematics Subject Classification ID

62-XX: Statistics

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