Dynamic factor analysis of nonstationary multivariate time series

Peter C.M. Molenaar, Jan G. De Gooijer, Bernhard Schmitz

Research output: Contribution to journalArticlepeer-review

74 Scopus citations

Fingerprint

Dive into the research topics of 'Dynamic factor analysis of nonstationary multivariate time series'. Together they form a unique fingerprint.

Mathematics

Engineering & Materials Science

Social Sciences

Medicine & Life Sciences