Dynamic factors in the presence of blocks
From MaRDI portal
Publication:737940
DOI10.1016/j.jeconom.2010.11.004zbMath1441.62716MaRDI QIDQ737940
Publication date: 12 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2010.11.004
62P20: Applications of statistics to economics
62H25: Factor analysis and principal components; correspondence analysis
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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