GLS Estimation of Dynamic Factor Models

标题
GLS Estimation of Dynamic Factor Models
作者
关键词
-
出版物
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
Volume 106, Issue 495, Pages 1150-1166
出版商
Informa UK Limited
发表日期
2011-10-12
DOI
10.1198/jasa.2011.tm09693

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