The generalised dynamic factor model: identification and estimation

Mario Forni, Marc Hallin, Lucrezia Reichlin and Marco Lippi

ULB Institutional Repository from ULB -- Universite Libre de Bruxelles

Date: 2000-11-01
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Published in: The Review of Economics and Statistics (2000) v.82 n° 4,p.540-554

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Journal Article: The Generalized Dynamic-Factor Model: Identification And Estimation (2000)
Working Paper: The Generalized Dynamic Factor Model: Identification and Estimation (1999)
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