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Dynamic factor models: A review of the literature

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https://hal-univ-paris10.archives-ouvertes.fr/hal-01385974
Contributor : Administrateur Hal Nanterre <>
Submitted on : Saturday, October 22, 2016 - 3:35:20 PM
Last modification on : Tuesday, November 19, 2019 - 9:45:21 AM

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  • HAL Id : hal-01385974, version 1

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Karim Barhoumi, Olivier Darné, Laurent Ferrara. Dynamic factor models: A review of the literature. Journal of Business Cycle Measurement and Analysis, OECD Publishing, 2013, 2, pp.73 - 107. ⟨hal-01385974⟩

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