Dynamic Factor Models with Jagged Edge Panel Data: Taking on Board the Dynamics of the Idiosyncratic Components

Oxford Bulletin of Economics and Statistics

Volumn 75, Issue 1, 2013, Pages 80-102

  Pinheiro, Maximiano ^a,b   Rua, António ^a   Dias, Francisco ^a  

^a BANCO DE PORTUGAL   (Portugal)

^b UNIVERSITY OF LISBON   (Portugal)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84871559424     PISSN: 03059049     EISSN: 14680084     Source Type: Journal    
DOI: 10.1111/obes.12006     Document Type: Article

References (38)

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