Factor structures for panel and multivariate time series data

F.C. Palm^*, J.R.Y.J. Urbain

^*Corresponding author for this work

Research output: Contribution to journal › Editorial › Academic › peer-review

Keywords

@article{b04f11cd5fa9470da9df6d952a87d4fb,

title = "Factor structures for panel and multivariate time series data",

keywords = "DYNAMIC-FACTOR MODEL, NUMBER",

author = "F.C. Palm and J.R.Y.J. Urbain",

year = "2011",

month = jul,

doi = "10.1016/j.jeconom.2010.11.001",

language = "English",

volume = "163",

pages = "1--3",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier Science",

number = "1",

}

TY - JOUR

T1 - Factor structures for panel and multivariate time series data

AU - Palm, F.C.

AU - Urbain, J.R.Y.J.

PY - 2011/7

Y1 - 2011/7

KW - DYNAMIC-FACTOR MODEL

KW - NUMBER

U2 - 10.1016/j.jeconom.2010.11.001

DO - 10.1016/j.jeconom.2010.11.001

M3 - Editorial

SN - 0304-4076

VL - 163

SP - 1

EP - 3

JO - Journal of Econometrics

JF - Journal of Econometrics

IS - 1

ER -