The generalized dynamic factor model: Representation theory

Econometric Theory

Volumn 17, Issue 6, 2001, Pages 1113-1141

  Forni, Mario ^a,b,d   Lippi, Marco ^b,c  

^a UNIVERSITY OF MODENA AND REGGIO EMILIA   (Italy)

^b CEPR   (Italy)

^c SAPIENZA UNIVERSITY OF ROME   (Italy)

^d Dipartimento di Scienze Economiche   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0035634831     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0266466601176048     Document Type: Article

References (18)

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