Dynamic factor model with infinite‐dimensional factor space: Forecasting
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DOI: 10.1002/jae.2634
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- Mario Forni & Alessandro Giovannelli & Marco Lippi & Stefano Soccorsi, 2016. "Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting," Working Papers ECARES ECARES 2016-16, ULB -- Universite Libre de Bruxelles.
- Forni, Mario & Giovannelli, Alessandro & Lippi, Marco & Soccorsi, Stefano, 2016. "Dynamic Factor model with infinite dimensional factor space: forecasting," CEPR Discussion Papers 11161, C.E.P.R. Discussion Papers.
- Mario Forni & Alessandro Giovannelli & Marco Lippi & Stefano Soccorsi, 2016. "Dynamic Factor model with infinite dimensional factor space: forecasting," Center for Economic Research (RECent) 120, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
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