SOME CONVERGENCE RESULTS ON DYNAMIC FACTOR MODELS

Maddalena Cavicchioli ()
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Maddalena Cavicchioli: University of Venice, Italy Advanced School of Economics, Postal: IT

Theoretical and Practical Research in the Economic Fields, 2011, vol. 2, issue 2, 120-131

Abstract: We review some recent papers on a large dynamic factor model (LDFM) and its applications to structural macroeconomic analysis. Then we prove some convergence results concerning with the stochastic variables which define such a model.

Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:srs:jtpref:v:2:y:2011:i:2:p:120-131

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