The generalised dynamic factor model: consistency and rates
Mario Forni (),
Marc Hallin (),
Marco Lippi () and
Lucrezia Reichlin ()
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Published in: Journal of Econometrics (2004) v.119 nÂ° 2,p.231-255
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Journal Article: The generalized dynamic factor model consistency and rates (2004)
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Persistent link: https://EconPapers.repec.org/RePEc:ulb:ulbeco:2013/10133
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