A parametric estimation method for dynamic factor models of large dimensions /
Kapetanios, George
A parametric estimation method for dynamic factor models of large dimensions / George Kapetanios and Massimiliano Marcellino. - London : Centre for Economic Policy Research, 2006. - 33 p. : il. ; 21 cm. - CEPR Discussion Paper Series ; 5620 . - CEPR. Discussion paper series. IEC ; v. 128/6. .
Incluye bibliografía.
Análisis de series de tiempo
Modelos econométricos
A parametric estimation method for dynamic factor models of large dimensions / George Kapetanios and Massimiliano Marcellino. - London : Centre for Economic Policy Research, 2006. - 33 p. : il. ; 21 cm. - CEPR Discussion Paper Series ; 5620 . - CEPR. Discussion paper series. IEC ; v. 128/6. .
Incluye bibliografía.
Análisis de series de tiempo
Modelos econométricos