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Dynamic specification tests for dynamic factor models:
Fiorentini, Gabriele
;
Sentana, Enrique
Journal of Applied Econometrics. 34 (2019) 3 - p. 325-346 , 2019
Link:
https://doi.org/10.1002/jae.2678
RT Journal T1 <Title>Dynamic specification tests for dynamic factor models</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1002_jae.2678&Exemplar=1&LAN=DE A1 Fiorentini, Gabriele A1 Sentana, Enrique PB Wiley YR 2019 SN 0883-7252 SN 1099-1255 JF Journal of Applied Econometrics VO 34 IS 3 SP 325 OP 346 LK http://dx.doi.org/https://doi.org/10.1002/jae.2678 DO https://doi.org/10.1002/jae.2678 SF ELIB - SuUB Bremen
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