Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis

Pietro Dallari () and Antonio Ribba ()
Authors registered in the RePEc Author Service: Marco Lippi, Marc Hallin and Mario Forni

Center for Economic Research (RECent) from University of Modena and Reggio E., Dept. of Economics "Marco Biagi"

Pages: pages
Date: 2015-12
New Economics Papers: this item is included in nep-ets, nep-for and nep-mac
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Citations: View citations in EconPapers (33)

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Related works:
Journal Article: Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis (2017)
Working Paper: Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis (2016)
Working Paper: Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis (2015)
Working Paper: Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis (2015)
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