Identification of causal factor models of stationary time series
Heaton, Chris and Solo, Victor
Identification of causal factor models of stationary time series J5409 2004 - 2004 - 618-627 V. 07 Issue. 2
Econometrics
Dynamic factor analysis;Time Series;Frequency domain models;Identification;
Identification of causal factor models of stationary time series J5409 2004 - 2004 - 618-627 V. 07 Issue. 2
Econometrics
Dynamic factor analysis;Time Series;Frequency domain models;Identification;