Generalized Linear Dynamic Factor Models: An Approach via Singular Autoregressions-Reference-Cited by-同舟云学术

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Generalized Linear Dynamic Factor Models: An Approach via Singular Autoregressions

Published:2010-01 Issue:3 Volume:16 Page:211-224
ISSN:0947-3580
Container-title:European Journal of Control
language:en
Short-container-title:European Journal of Control

Author:

Deistler Manfred,Anderson Brian D.O.,Filler Alexander,Zinner Ch.,Chen Weitan

Publisher

Elsevier BV

Subject

General Engineering

Reference27 articles.

1. Stochastic theory of minimal realization;Akaike;IEEE Trans Autom Control,1974

2. Generalized linear dynamic factor models a structure theory;Anderson,2008

3. Properties of zero-free transfer function matrices;Anderson;SICE J Control,2008

4. Properties of zero-free spectral matrices;Anderson;IEEE Trans Autom Control,2009

5. factors and diversification in arbitrage pricing models;Chamberlain;Econometrica,1983

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