The generalised dynamic factor model: one sided estimation and forecasting

Mario Forni, Marc Hallin, Marco Lippi and Lucrezia Reichlin

ULB Institutional Repository from ULB -- Universite Libre de Bruxelles

Date: 2005-09
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Published in: American Statistical Association. Journal (2005) v.100 n° 471,p.830-840

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Related works:
Journal Article: The Generalized 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)
Working Paper: The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting (2002)
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