Dynamic factor analysis with non-linear temporal aggregation constraints

Journal of the Royal Statistical Society. Series C: Applied Statistics

Volumn 55, Issue 2, 2006, Pages 281-300

  Proietti, Tommaso ^a   Moauro, Filippo ^b  

^a UNIVERSITY OF ROME TOR VERGATA   (Italy)

^b ITALIAN NATIONAL INSTITUTE OF STATISTICS   (Italy)

Author keywords

Business cycle; Disaggregation; Non linearity; State space models

Indexed keywords

EID: 33644617194     PISSN: 00359254     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9876.2006.00536.x     Document Type: Article

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