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The generalised dynamic factor model: One sided estimation and forecasting

Journal

Journal of the American Statistical Association

Subject

Economics

Publishing details

Journal of the American Statistical Association 2005 Vol 100:471 p 830-840

Authors / Editors

Forni M;Hallin M;Lippi M;Reichlin L

Biographies

Lucrezia Reichlin

Publication Year

2005

Available on ECCH

No


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