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
2010ANU Authors
Field of Research
- Cross Sectional Analysis