Identification and Estimation of Dynamic Factor Models

By Jushan Bai, Peng Wang. 2012

47 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/ae8e9878acf4109bc6adb44618d29af2ca0cea8f

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Leif Anders Thorsrud
2. H. Bjørnland
3. Steinar Holden
4. Thai‐Ha Le
5. Youngho Chang

In Management Science and Operations Research

1. Leif Anders Thorsrud

In Statistics and Probability

1. Leif Anders Thorsrud
2. H. Bjørnland

Citations in the corpus

• Boom or Gloom? Examining the Dutch Disease in Two-Speed Economies (2014, background): “Moreover, Bai and Wang (2012) discuss how the DFM can be related to the Structural VAR literature.”