Dynamic Factor Models
Macroeconomic Forecasting in the Era of Big Data, 2020, p.27-64 [Peer Reviewed Journal]Springer Nature Switzerland AG 2020 ;ISSN: 1570-5811 ;ISBN: 9783030311490 ;ISBN: 303031149X ;EISSN: 2214-7977 ;EISBN: 9783030311506 ;EISBN: 3030311503 ;DOI: 10.1007/978-3-030-31150-6_2
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