Work

Dynamic Factor Models

Year: 2019

Type: book-chapter

Source: Advanced studies in theoretical and applied econometrics

DOI: 10.1007/978-3-030-31150-6_2

Authors: Catherine Doz, Peter Fuleky

Institutions: Université Paris 1 Panthéon-Sorbonne, Paris School of Economics, University of Hawaiʻi at Mānoa, University of Hawaii System

Language: English

Topic: Forecasting Techniques and Applications

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2962006367

FWCI: 4.155

Cites: 147

Cited by: 21

Related to: 10