Travail de recherche/Working paper
| Titre: |
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| Auteur: | Hallin, Marc; Liska, Roman |
| Statut de publication: | Publié, 2008 |
| series: | ECARES Working papers, 2008_012 |
| Sujet CREF: | Economie |
| Volumes/pages: | 34 p. |
| Mots-clés: | Panel data; Time series; High dimensional data; Dynamic factor model; Business cycle; Block specific factors; Dynamic principal components; Information criterion |
| Langue: | Anglais |
| Identificateurs: | RePEc:eca:wpaper:2008_012 |
