The generalized dynamic factor model : identification and estimation :: Centre for Economic Policy Research 1999 :: OBNB, the Open British National Bibliography

Publication Data

Title The generalized dynamic factor model : identification and estimation
Contributors Mario Forni, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 1999
Publication location London
Language English

Descriptive Notes

"International macroeconomics.".

Topics

Econometric models
Economics, Mathematical
Time-series analysis

Catalogue Data

OBNB ID GBA161061
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 24 p.
P1042 Includes bibliographical references.

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The generalized dynamic factor model : identification and estimation. Published by Centre for Economic Policy Research in 1999. Publication and catalogue information, links to buy online and reader comments.