Estimation of the common component in Dynamic Factor Models
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Keywords
Time series;NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2018-07-09 (Econometrics)
- NEP-EEC-2018-07-09 (European Economics)
- NEP-ETS-2018-07-09 (Econometric Time Series)
- NEP-KNM-2018-07-09 (Knowledge Management and Knowledge Economy)
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