System identification by dynamic factor models

Christiaan Heij, W Scherrer, M Deistler

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original languageUndefined/Unknown
Number of pages6
EditionEconometric Institute 9744/A
Publication statusPublished - 1997

Publication series

SeriesEconometric Institute
Volume9744/A

Research programs

  • EUR ESE 11

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