Skip to main content

Please enter a keyword and click the arrow to search the site

The generalised dynamic factor model: One sided estimation and forecasting


Journal of the American Statistical Association



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

Publication Year


Available on ECCH


Select up to 4 programmes to compare

Select one more to compare
subscribe_image_desktop 5949B9BFE33243D782D1C7A17E3345D0

Sign up to receive our latest news and business thinking direct to your inbox


Sign up to receive our latest course information and business thinking

Leave your details above if you would like to receive emails containing the latest thought leadership, invitations to events and news about courses that could enhance your career. If you would prefer not to receive our emails, you can still access the case study by clicking the button below. You can opt-out of receiving our emails at any time by visiting: or by unsubscribing through the link provided in our emails. View our Privacy Policy for more information on your rights.