Fitting dynamic factor models to non-stationary time series

M. Eichler, G. Motta, R. von Sachs

Research output: Working paperProfessional

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Original languageEnglish
Place of PublicationMaastricht
PublisherMETEOR, Maastricht University School of Business and Economics
Number of pages36
Publication statusPublished - 1 Jan 2009

Publication series

SeriesMETEOR Research Memorandum
Number002

Cite this

Eichler, M., Motta, G., & von Sachs, R. (2009). Fitting dynamic factor models to non-stationary time series. METEOR, Maastricht University School of Business and Economics. METEOR Research Memorandum, No. 002