Factor structures for panel and multivariate time series data

doi:10.1016/j.jeconom.2010.11.001

2011-07-01

PRE

Franz C. Palm *

Jean‐Pierre Urbain

DOI：10.1016/j.jeconom.2010.11.001

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摘要

Keyword:

DYNAMIC-FACTOR MODEL

NUMBER

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期刊

Journal of Econometrics

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论文数:

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被引数:

3.0W

机构

Maastricht University

学者数:

3.1W

论文数: 2.8W

被引数: 277

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