Dynamic specification tests for dynamic factor models
Author:
Affiliation:
1. Università di Firenze Florence Italy
2. CEMFI Madrid Spain
Publisher
Wiley
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/jae.2678
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1. New Eurocoin: Tracking Economic Growth in Real Time
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5. Maximum Likelihood Estimation and Inference for Approximate Factor Models of High Dimension
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