On the consistency of identification by dynamic factor models

Christiaan Heij, W Scherrer

Research output: Chapter/Conference proceedingConference proceedingAcademicpeer-review

1 Citation (Scopus)
Original languageUndefined/Unknown
Title of host publicationProceedings 33-rd Conference on Decision and Control
Place of PublicationLake Buena Vista
Pages2880-2885
Number of pages6
Publication statusPublished - 1994
Externally publishedYes

Research programs

  • EUR ESE 31

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