Work

Dynamic factor models with infinite-dimensional factor spaces: One-sided representations

Year: 2014

Type: article

Source: Journal of Econometrics

DOI: 10.1016/j.jeconom.2013.10.017

Authors: Mario Forni, Marc Hallin, Marco Lippi, Paolo Zaffaroni

Institutions: University of Modena and Reggio Emilia, Université Libre de Bruxelles, Princeton University, Einaudi Institute for Economics and Finance, Sapienza University of Rome, Imperial College London

Language: English

Topic: Spatial and Panel Data Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: Deutsche Forschungsgemeinschaft, Belgian Federal Science Policy Office, Ministero dell’Istruzione, dell’Università e della Ricerca, Universiteit van Tilburg, Economic and Social Research Council

Awards: G2994312516, G5857222363, La previsione economica e finanziaria: il ruolo dell’informazione e la capacità di modellare il cambiamento, G841499813

OpenAlex ID: W2008975375

FWCI: 25.4

Cites: 52

Cited by: 118

Related to: 10