Transcription of Dynamic Factor Models - Princeton University
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Dynamic Factor Models January 2010 This revision: May 7, 2010 James H. Stock Department of Economics, Harvard University and the National Bureau of Economic Research and Mark W. Watson* Woodrow Wilson School and Department of Economics, Princeton University and the National Bureau of Economic Research *Prepared for the Oxford Handbook of Economic Forecasting, Michael P. Clements and David F. Hendry (eds), Oxford University Press. We thank Jushan Bai and Serena Ng for helpful discussions and Ugo Troiano for research assistance.
May 07, 2010 · Dynamic Factor Models. January 2010 . This revision: May 7, 2010 . James H. Stock . Department of Economics, Harvard University . and the National Bureau of …
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