Dynamic common factors in large cross-sections
- 1 March 1996
- journal article
- Published by Springer Nature in Empirical Economics
- Vol. 21 (1) , 27-42
- https://doi.org/10.1007/bf01205493
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Implications of Aggregation with Common FactorsEconometric Theory, 1987
- Measurement of Linear Dependence and Feedback between Multiple Time SeriesJournal of the American Statistical Association, 1982
- Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time SeriesInternational Economic Review, 1981