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Dynamic Factor Models: A Brief Retrospective

Dynamic Factor Models

ISBN: 978-1-78560-353-2, eISBN: 978-1-78560-352-5

Publication date: 6 January 2016

Citation

(2016), "Dynamic Factor Models: A Brief Retrospective", Stock, J.H. and Watson, M.W. (Ed.) Dynamic Factor Models (Advances in Econometrics, Vol. 35), Emerald Group Publishing Limited, Leeds, pp. xv-xx. https://doi.org/10.1108/S0731-905320150000035019

Publisher

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Emerald Group Publishing Limited

Copyright © 2016 Emerald Group Publishing Limited