The Generalized Dynamic-Factor Model: Identification and Estimation

DOI10.1162/003465300559037MaRDI QIDQ7375973FDO

Authors Mario Forni, Marc Hallin, Marco Lippi, Lucrezia Reichlin

Publication date November 2000

Published in Review of Economics and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1162/003465300559037

Cited in

(1)

• convergenceDFM

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