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Consistent factor estimation in dynamic factor models with structural instability

✍ Scribed by Bates, Brandon J.; Plagborg-Møller, Mikkel; Stock, James H.; Watson, Mark W.

Book ID: 121340248
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 647 KB
Volume: 177
Category: Article
ISSN: 0304-4076
DOI: 10.1016/j.jeconom.2013.04.014

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