Titre:
  • The generalised dynamic factor model: one sided estimation and forecasting
Auteur:Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia
Informations sur la publication:Laboratory of Economics and Management, Sant'Anna school of advanced studies, Pisa, Italy
Statut de publication:Publié, 2003
series:LEM Papers Series, 2003/13
Sujet CREF:Economie
Langue:Anglais
Identificateurs:RePEc:ulb:ulbeco:2013/10295
lr-0086