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The Generalized Dynamic-Factor Model: Identification and Estimation

✍ Scribed by Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia

Book ID: 118227922
Publisher: MIT Press
Year: 2000
Tongue: English
Weight: 257 KB
Volume: 82
Category: Article
ISSN: 0034-6535
DOI: 10.1162/003465300559037

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