The generalized dynamic factor model: Representation theory

Forni, Mario, Lippi, Marco . Econometric Theory 2001. 17 (6) :1113-1141

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Bibtex

@article{CIS-172325,
  Author = {Forni, Mario and Lippi, Marco},
  Title = {The generalized dynamic factor model: Representation theory},
  Journal = {Econometric Theory},
  Volume = {17},
  Number = {6},
  Year = {2001},
  Pages = {1113--1141},
  Keywords = {economic time series analysis, dynamic averaging}
}

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