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Dynamic Factor Models


  • Eric Hillebrand
  • Siem Jan Koopman


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  • Eric Hillebrand & Siem Jan Koopman (ed.), 2016. "Dynamic Factor Models," Advances in Econometrics, Emerald Publishing Ltd, volume 35, number aeco.2016.35, july.
  • Handle: RePEc:eme:aecopp:aeco.2016.35

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    Cited by:

    1. Bennedsen, Mikkel & Hillebrand, Eric & Koopman, Siem Jan, 2021. "Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors," Energy Economics, Elsevier, vol. 96(C).
    2. Olushina Olawale Awe & Abosede Adedayo Adepoju, 2020. "Change-point detection in CO2 emission-energy consumption nexus using a recursive Bayesian estimation approach," Statistics in Transition New Series, Polish Statistical Association, vol. 21(1), pages 123-136, March.

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