Infinite-dimensional VARs and factor models
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Publication:737936
DOI10.1016/j.jeconom.2010.11.002zbMath1441.62652OpenAlexW2132951702MaRDI QIDQ737936
M. Hashem Pesaran, Alexander Chudik
Publication date: 12 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.ecb.europa.eu/pub/pdf/scpwps/ecbwp998.pdf
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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