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On the Issue of How Many Variables to Use When Estimating Common Factors using the Kalman Fiter
Conference Contributions
Overview
Overview
authors
RUIZ ORTEGA, ESTHER
PONCELA BLANCO, MARIA PILAR
event
20th Annual Symposium of the Society for Nonlinear Dynamics and Econometrics
event place
ESTAMBUL
country
TURQUIA
participation category
PONENCIA
web site
http://www.sndeecon.org/conferences/snde2012.html
publication date
2012