Dynamic factor analysis with non‐linear temporal aggregation constraints
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DOI: 10.1111/j.1467-9876.2006.00536.x
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Other versions of this item:
- Tommaso Proietti & Filippo Moauro, 2004. "Dynamic Factor Analysis with Nonlinear Temporal Aggregation Constraints," Econometrics 0401003, University Library of Munich, Germany.
References listed on IDEAS
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More about this item
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
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