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Dynamic factor models

Croux,C.
; 
Renault,E.
; 
Werker,B.J.M.
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editorial Pagination: 7
Date
2004
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Tilburg University Research Output Collection
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Citation
Croux, C, Renault, E & Werker, B J M 2004, 'Dynamic factor models', Journal of Econometrics, vol. 113, pp. 223-230.
URI
https://hdl.handle.net/20.500.14602/41719
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