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On the Issue of how many Variables to use when Estimating Common Factors using the Kalman Filter
Conference Contributions
Overview
Overview
authors
PONCELA BLANCO, MARIA PILAR
RUIZ ORTEGA, ESTHER
event
Workshop in Time Series Econometrics
event place
ZARAGOZA
participation category
PONENCIA
web site
http://timeseries.unizar.es/2012/programme.html
publication date
2012