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Some Convergence Results On Dynamic Factor Models


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  • Maddalena CAVICCHIOLI

    (University of Venice, Italy Advanced School of Economics)

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    We review some recent papers on a large dynamic factor model (LDFM) and its applications to structural macroeconomic analysis. Then we prove some convergence results concerning with the stochastic variables which define such a model.

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    Bibliographic Info

    Article provided by ASERS Publishing in its journal Theoretical and Practical Research in Economic Fields.

    Volume (Year): II (2011)
    Issue (Month): 2 (December)
    Pages: 120-131

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    Handle: RePEc:srs:tpref1:1:v:2:y:2011:i:2:p:120-131

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    Related research

    Keywords: dynamic factor model; fundamentalness; identification; estimation; consistency; convergence.;

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