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