Dynamic factor models

Econometric Reviews

Volumn 20, Issue 4, 2001, Pages 385-424

  Gourieroux, Christian ^a   Jasiak, Joann ^b  

^a CREST   (France)

^b YORK UNIVERSITY   (Canada)

Author keywords

Factor models; JEL Number: C22, C32, G10, G12; Moral hazard; Nonlinear dynamics; Stable distributions; Stochastic volatility

Indexed keywords

EID: 1642284774     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1081/ETC-100106997     Document Type: Article

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