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The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting

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

Journal of the American Statistical Association, 2005, vol. 100, 830-840

Date: 2005
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Related works:
Working Paper: The generalised dynamic factor model: one sided estimation and forecasting (2005)
Working Paper: The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting (2003)
Working Paper: The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting (2003) Downloads
Working Paper: The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting (2002) Downloads
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