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

Mario Forni () and Marc Hallin ()

No 143, Computing in Economics and Finance 2003 from Society for Computational Economics

Keywords: Factor models; Forecsting; Business cycle (search for similar items in EconPapers)
JEL-codes: E3 C51 C53 (search for similar items in EconPapers)
Date: 2003-08-01
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Related works:
Journal Article: The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting (2005) Downloads
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) Downloads
Working Paper: The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting (2002) Downloads
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