We review some recent papers on a large dynamic factor model (LDFM) and its applications to structural macroeconomic analysis. Then we prove some convergence results concerning with the stochastic variables which define such a model.

Some Convergence Results on Dynamic Factor Models / Cavicchioli, Maddalena. - In: THEORETICAL AND PRACTICAL RESEARCH IN ECONOMIC FIELDS. - ISSN 2068-7710. - STAMPA. - 2 (4):(2011), pp. 120-131.

Some Convergence Results on Dynamic Factor Models

CAVICCHIOLI, MADDALENA
2011

Abstract

We review some recent papers on a large dynamic factor model (LDFM) and its applications to structural macroeconomic analysis. Then we prove some convergence results concerning with the stochastic variables which define such a model.
2011
2 (4)
120
131
Some Convergence Results on Dynamic Factor Models / Cavicchioli, Maddalena. - In: THEORETICAL AND PRACTICAL RESEARCH IN ECONOMIC FIELDS. - ISSN 2068-7710. - STAMPA. - 2 (4):(2011), pp. 120-131.
Cavicchioli, Maddalena
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11380/1061120
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