Lucrezia Reichlin
Professor of Economics - London Business School
|
|
The Generalised Dynamic Factor Model Consistency and Rates
Reichlin, L., Forni, M., Hallin, M., Lippi, M.
Date Published: 01/04/2004
Citation:
Reichlin, L., Forni, M., Hallin, M., Lippi, M., "The Generalised Dynamic Factor Model Consistency and Rates", Journal of Econometrics, Vol. 119, Issue 2, April 2004, pp. 231-255.
Search Google Scholar for this entry