A dynamic factor model for economic time series
Kybernetika, Tome 33 (1997) no. 6, pp. 583-606.

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

Classification : 62H25, 62M10, 62P20, 91B84
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     author = {Fern\'andez-Macho, Francisco Javier},
     title = {A dynamic factor model for economic time series},
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     pages = {583--606},
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     volume = {33},
     number = {6},
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     zbl = {0905.62119},
     language = {en},
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Fernández-Macho, Francisco Javier. A dynamic factor model for economic time series. Kybernetika, Tome 33 (1997) no. 6, pp. 583-606. http://geodesic.mathdoc.fr/item/KYB_1997__33_6_a1/