Artigo

Título:
Dynamic Factor Models with Jagged Edge Panel Data: Taking on Board the Dynamics of the Idiosyncratic Components
Autores:
Maximiano Pinheiro (Bank of Portugal, UTL, ISEG School of Economics and Management, Lisbon)
António Rua (Bank of Portugal)
Francisco C. Dias (Bank of Portugal)
Revista:
Oxford Bulletin of Economics and Statistics
Ano:
2013
Volume:
75
Páginas:
80-102
Códigos JEL:
C23 - Models with Panel Data
C51 - Model Construction and Estimation
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