Dynamic factor models

Journal of Econometrics

Volumn 119, Issue 2, 2004, Pages 223-230

  Croux, Christophe ^a   Renault, Eric ^b   Werker, Bas ^c  

^a UNIVERSITY OF LEUVEN   (Belgium)

^b UNIVERSITÉ DE MONTRÉAL   (Canada)

^c TILBURG UNIVERSITY   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 1642276811     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(03)00195-7     Document Type: Conference Paper

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