Dynamic factor models

C. Croux, E. Renault, B.J.M. Werker

Research output: Contribution to journalArticleScientificpeer-review

3 Citations (Scopus)
Original languageEnglish
Pages (from-to)223-230
Number of pages7
JournalJournal of Econometrics
Volume113
Publication statusPublished - 2004

Cite this

Croux, C., Renault, E., & Werker, B. J. M. (2004). Dynamic factor models. Journal of Econometrics, 113, 223-230.