Dynamic factor models

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

Research output: Contribution to journalArticleScientificpeer-review

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.
Croux, C. ; Renault, E. ; Werker, B.J.M. / Dynamic factor models. In: Journal of Econometrics. 2004 ; Vol. 113. pp. 223-230.
@article{bdf40a7594cd4c05985e223372731290,
title = "Dynamic factor models",
author = "C. Croux and E. Renault and B.J.M. Werker",
note = "editorial Pagination: 7",
year = "2004",
language = "English",
volume = "113",
pages = "223--230",
journal = "Journal of Econometrics",
issn = "0304-4076",
publisher = "Elsevier BV",

}

Croux, C, Renault, E & Werker, BJM 2004, 'Dynamic factor models', Journal of Econometrics, vol. 113, pp. 223-230.

Dynamic factor models. / Croux, C.; Renault, E.; Werker, B.J.M.

In: Journal of Econometrics, Vol. 113, 2004, p. 223-230.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - Dynamic factor models

AU - Croux, C.

AU - Renault, E.

AU - Werker, B.J.M.

N1 - editorial Pagination: 7

PY - 2004

Y1 - 2004

M3 - Article

VL - 113

SP - 223

EP - 230

JO - Journal of Econometrics

JF - Journal of Econometrics

SN - 0304-4076

ER -

Croux C, Renault E, Werker BJM. Dynamic factor models. Journal of Econometrics. 2004;113:223-230.