✦ LIBER ✦

GLS Estimation of Dynamic Factor Models

✍ Scribed by Breitung, Jörg; Tenhofen, Jörn

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Consistent factor estimation in dynamic

✍ Bates, Brandon J.; Plagborg-Møller, Mikkel; Stock, James H.; Watson, Mark W. 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 647 KB

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Dynamic factor models

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

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Dynamic Hierarchical Factor Models

✍ Moench, Emanuel; Ng, Serena; Potter, Simon 📂 Article 📅 2013 🏛 MIT Press 🌐 English ⚖ 183 KB