The generalised dynamic factor model: consistency and rates
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Other versions of this item:
- Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2004. "The generalized dynamic factor model consistency and rates," Journal of Econometrics, Elsevier, vol. 119(2), pages 231-255, April.
References listed on IDEAS
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National Bureau of Economic Research, Inc.
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