Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis

Mario Forni, Marc Hallin, Marco Lippi and Paolo Zaffaroni

Working Papers ECARES from ULB -- Universite Libre de Bruxelles

Pages: 51 p.
Date: 2015-06
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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 In nite-Dimensional Factor Space: Asymptotic Analysis (2015)
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