✦ LIBER ✦

Dynamic factor models

✍ Scribed by Christophe Croux; Eric Renault; Bas Werker

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

✍ Breitung, Jörg ;Eickmeier, Sandra 📂 Article 📅 2006 🏛 Springer 🌐 German ⚖ 892 KB

Forecasting with nonstationary dynamic f

✍ Daniel Peña; Pilar Poncela 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 400 KB

Notes on dynamic factor pricing models

✍ Bruce N. Lehmann 📂 Article 📅 1992 🏛 Springer US 🌐 English ⚖ 983 KB

Modern Econometric Analysis || Dynamic F

✍ Hübler, Olaf; Frohn, Jachim 📂 Article 📅 2006 🏛 Springer Berlin Heidelberg ⚖ 911 KB

Measuring Chinese business cycles with d

✍ Jin-ming Wang; Tie-mei Gao; Robert McNown 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 430 KB

Dynamic factor models of consumption, ho

✍ Joseph G. Altonji; Ana Paula Martins; Aloysius Siow 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 366 KB