Fitting dynamic factor models to non-stationary time series

Michael Eichler, G. Motta and R. von Sachs
Additional contact information
G. Motta: Quantitative Economics

No 2, Research Memorandum from Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)

Date: 2009-01-01
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://cris.maastrichtuniversity.nl/ws/files/1736 ... cdd46ea-ASSET1.0.pdf (application/pdf)

Related works:
Journal Article: Fitting dynamic factor models to non-stationary time series (2011)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:unm:umamet:2009002

DOI: 10.26481/umamet.2009002

Access Statistics for this paper

More papers in Research Memorandum from Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) Contact information at EDIRC.
Bibliographic data for series maintained by Andrea Willems () and Leonne Portz ().