Dynamic Factor Models with Jagged Edge Panel Data: Taking on Board the Dynamics of the Idiosyncratic Components

AuthID
P-002-0M2
3
Author(s)
Tipo de Documento
Article
Year published
2013
Publicado
in OXFORD BULLETIN OF ECONOMICS AND STATISTICS, ISSN: 0305-9049
Volume: 75, Número: 1, Páginas: 80-102 (23)
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Publication Identifiers
SCOPUS: 2-s2.0-84871559424
Wos: WOS:000315696900006
Source Identifiers
ISSN: 0305-9049
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