Dynamic Common Factors in Large Cross-Sections
- 1 January 1996
- book chapter
- Published by Springer Nature
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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