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Marco, Lippi ; Mario, Forni ; Lucrezia, Reichlin ; Marc, Hallin. (2003) The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting.
In: LEM Papers Series. RePEc:ssa:lemwps:2003/13.
Full description at Econpapers
cites:
[14] Geweke, J. (1977). The dynamic factor analysis of economic time series. In D.J. Aigner and A.S. Goldberger, Eds., Latent Variables in Socio-Economic Models, North Holland, Amsterdam.
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