On information in static and dynamic factor models
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Cited by:
- Jacobs, Jan P.A.M. & Otter, Pieter W. & den Reijer, Ard H.J., 2012.
"Information, data dimension and factor structure,"
Journal of Multivariate Analysis, Elsevier, vol. 106(C), pages 80-91.
- Jan P.A.M. Jacobs & Pieter W. Otter & Ard H.J. den Reijer, 2011. "Information, data dimension and factor structure," CAMA Working Papers 2011-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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