Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis
| Autor: | Forni, Mario, Hallin, Marc, Lippi, Marco, Zaffaroni, Paolo |
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| Zdroj: | In Journal of Econometrics July 2017 199(1):74-92 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Forni, Mario, Hallin, Marc, Lippi, Marco, Zaffaroni, Paolo |
|---|---|
| Zdroj: | In Journal of Econometrics July 2017 199(1):74-92 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect