A dynamic factor model for the Mexican economy: are common trends useful when predicting economic activity?
Author:
Funder
CONACYT-CB
Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance
Link
http://link.springer.com/article/10.1007/s40503-017-0044-7/fulltext.html
Reference58 articles.
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3. Bai J (2003) Inferential theory for factor models of large dimensions. Econometrica 71(1):135–171
4. Bai J (2004) Estimating cross-section common stochastic trends in nonstationary panel data. J Econom 122(1):137–183
5. Bai J, Ng S (2002) Determining the number of factors in approximate factor models. Econometrica 70(1):191–221
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