Generalized Linear Dynamic Factor Models: An Approach via Singular Autoregressions

Citation

Deistler, M, Anderson, B, Filler, A et al 2010, 'Generalized Linear Dynamic Factor Models: An Approach via Singular Autoregressions', European Journal of Control, vol. 16, no. 3, pp. 211-224.

Year

2010

Field of Research

  • Cross Sectional Analysis

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