Dynamic factor models: A brief retrospective

James H. Stock, Mark W. Watson

Research output: Contribution to journalReview articlepeer-review

Original languageEnglish (US)
Pages (from-to)xv-xx
JournalAdvances in Econometrics
Volume35
DOIs
StatePublished - 2016

All Science Journal Classification (ASJC) codes

  • Economics and Econometrics

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