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Consistent factor estimation in dynamic factor models with structural instability
Bates, Brandon J., Plagborg-Møller, Mikkel, Stock, James H., Watson, Mark W.Volume:
177
Language:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2013.04.014
Date:
December, 2013
File:
PDF, 647 KB
english, 2013