Latent variable models for time series
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Economics and Econometrics
Reference22 articles.
1. The use of factor analysis in the statistical analysis of multiple time series;Anderson;Psychometrika,1963
2. Estimation of a model containing unobserved variables using grouped observations;Attfield;Journal of Econometrics,1977
3. An algorithm for the machine calculation of Fourier series;Cooley;Mathematical Computations,1965
4. The theory of interest;Fisher,1930
5. Spectral methods in econometrics;Fishman,1969
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