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Fitting dynamic factor models to non-stationary time series

Bibliographic reference EICHLER , Michael ; Motta, Giovanni ; von Sachs, Rainer. Fitting dynamic factor models to non-stationary time series. In: Journal of Econometrics, Vol. 163, no. 1, p. 51-70 (2011)
Permanent URL http://hdl.handle.net/2078.1/79121