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The generalised dynamic factor model consistency and rates

Journal

Journal of Econometrics

Subject

Economics

Publishing details

Journal of Econometrics 2004 April Vol 119:2 p 231-255

Authors / Editors

Forni M;Hallin M;Lippi M;Rechlin L

Biographies

Lucrezia Reichlin

Publication Year

2004

Available on ECCH

No


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