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.

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