A dynamic factor model for economic time series

Francisco Javier Fernández-Macho

Kybernetika (1997)

  • Volume: 33, Issue: 6, page 583-606
  • ISSN: 0023-5954

How to cite


Fernández-Macho, Francisco Javier. "A dynamic factor model for economic time series." Kybernetika 33.6 (1997): 583-606. <http://eudml.org/doc/27284>.

author = {Fernández-Macho, Francisco Javier},
journal = {Kybernetika},
keywords = {cointegration; factor analysis; unit roots; maximum likelihood estimation},
language = {eng},
number = {6},
pages = {583-606},
publisher = {Institute of Information Theory and Automation AS CR},
title = {A dynamic factor model for economic time series},
url = {http://eudml.org/doc/27284},
volume = {33},
year = {1997},

AU - Fernández-Macho, Francisco Javier
TI - A dynamic factor model for economic time series
JO - Kybernetika
PY - 1997
PB - Institute of Information Theory and Automation AS CR
VL - 33
IS - 6
SP - 583
EP - 606
LA - eng
KW - cointegration; factor analysis; unit roots; maximum likelihood estimation
UR - http://eudml.org/doc/27284
ER -


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