Travail de recherche/Working paper
| Titre: |
|
| Auteur: | Forni, Mario; Hallin, Marc; Lippi, Marco; Zaffaroni, Paolo |
| Statut de publication: | Publié, 2012-12 |
| series: | ECARES Working Papers, ECARES 2012-046 |
| Sujet CREF: | Economie |
| Sujet JEL: | Mathematical and Quantitative Methods: General |
| Econometrics | |
| Macroeconomics and Monetary Economics: General | |
| Volumes/pages: | 40 p. |
| Mots-clés: | generalized dynamic factor models |
| vector processes with singular spectral density | |
| one-sided representations for dynamic models | |
| Langue: | Anglais |
| Identificateurs: | RePEc:eca:wpaper:2013/134458 |
