Dynamic factor models: A brief retrospective

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All Science Journal Classification (ASJC) codes

@article{22fd8c0c6795401e8487a04f29e60d73,

title = "Dynamic factor models: A brief retrospective",

author = "Stock, {James H.} and Watson, {Mark W.}",

year = "2016",

doi = "10.1108/s0731-905320150000035019",

language = "English (US)",

volume = "35",

pages = "xv--xx",

journal = "Advances in Econometrics",

issn = "0731-9053",

publisher = "Emerald Group Publishing Ltd.",

}

TY - JOUR

T1 - Dynamic factor models

T2 - A brief retrospective

AU - Stock, James H.

AU - Watson, Mark W.

PY - 2016

Y1 - 2016

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U2 - 10.1108/s0731-905320150000035019

DO - 10.1108/s0731-905320150000035019

M3 - Review article

AN - SCOPUS:84954166743

SN - 0731-9053

VL - 35

SP - xv-xx

JO - Advances in Econometrics

JF - Advances in Econometrics

ER -