Dynamic factor models with infinite-dimensional factor spaces: One-sided representations
Open Access
- 1 April 2015
- journal article
- Published by Elsevier BV in Journal of Econometrics
- Vol. 185 (2), 359-371
- https://doi.org/10.1016/j.jeconom.2013.10.017
Abstract
No abstract availableKeywords
Funding Information
- PRIN-MIUR (2010J3LZEN-003)
- ESRC (RES-000-22-3219)
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