%0 Journal Article %1 forni2000generalized %A Forni, Mario %A Hallin, Marc %A Lippi, Marco %A Reichlin, Lucrezia %D 2000 %J Review of Economics and Statistics %K dynamic_factor_model econometrics nonparametric time_series %N 4 %P 540-554 %T The Generalized Dynamic Factor Model: Identification and Estimation %U http://www.mitpressjournals.org/doi/pdf/10.1162/003465300559037 %V 82

@article{forni2000generalized, added-at = {2013-05-08T23:35:51.000+0200}, author = {Forni, Mario and Hallin, Marc and Lippi, Marco and Reichlin, Lucrezia}, biburl = {https://www.bibsonomy.org/bibtex/26bd33f269d080ab3d4b2dfcbefcabc96/jp}, interhash = {902e042102fbce09bb3d597bb2c88f66}, intrahash = {6bd33f269d080ab3d4b2dfcbefcabc96}, journal = {Review of Economics and Statistics}, keywords = {dynamic_factor_model econometrics nonparametric time_series}, number = 4, pages = {540-554}, timestamp = {2013-05-08T23:35:51.000+0200}, title = {The Generalized Dynamic Factor Model: Identification and Estimation}, url = {http://www.mitpressjournals.org/doi/pdf/10.1162/003465300559037}, volume = 82, year = 2000 }