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Consistent factor estimation in dynamic factor models with structural instability - MaRDI portal

Consistent factor estimation in dynamic factor models with structural instability (Q2453088)

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Consistent factor estimation in dynamic factor models with structural instability
scientific article

    Statements

    title
    Consistent factor estimation in dynamic factor models with structural instability (English)
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    author
    Brandon Bates
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    James H. Stock
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    Mark W. Watson
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    publication date
    6 June 2014
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    Identifiers

    zbMATH DE Number
    6301471
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    OpenAlex ID
    W2583688474
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