The Generalized Dynamic Factor Model
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Publication:5754859
DOI10.1198/016214504000002050zbMath1117.62334OpenAlexW3125070724MaRDI 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
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