The generalized dynamic factor model consistency and rates

Mario Forni (), Marc Hallin (), Marco Lippi () and Lucrezia Reichlin ()

Journal of Econometrics, 2004, vol. 119, issue 2, pages 231-255

Date: 2004
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Journal of Econometrics is edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao, P. M. Robinson and A. Zellner

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