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

AuthID
 P-002-0M2
3
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·
Document Type
Article
Year published
2013
Published
in OXFORD BULLETIN OF ECONOMICS AND STATISTICS, ISSN: 0305-9049
Volume: 75, Issue: 1, Pages: 80-102 (23)
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Publication Identifiers
Scopus: 2-s2.0-84871559424
Wos: WOS:000315696900006
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ISSN: 0305-9049
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