Dynamic factor models

Allgemeines Statistisches Archiv

Volumn 90, Issue 1, 2006, Pages 27-42

  Breitung, Jörg ^a   Eickmeier, Sandra ^b  

^a UNIVERSITY OF BONN   (Germany)

^b DEUTSCHE BUNDESBANK   (Germany)

Author keywords

Dynamic factors; Forecasting; Principal components

Indexed keywords

EID: 33750196537     PISSN: 00026018     EISSN: 16140176     Source Type: Journal    
DOI: 10.1007/s10182-006-0219-z     Document Type: Article

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