Identification of Generalized Dynamic Factor Models from mixed-frequency data

Citation

Anderson, B, Braumann, A & Deistler, M 2018, 'Identification of Generalized Dynamic Factor Models from mixed-frequency data', IFAC-PapersOnLine, vol. 51, no. 15, pp. 1008-1013.

Year

2018

ANU Authors

Field of Research

  • Stochastic Analysis And Modelling

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