%0 Journal Article %1 moench2011dynamic %A Moench, Emanuel %A Ng, Serena %A Potter, Simon %D 2011 %I SSRN %J SSRN eLibrary %K dynamic_factor_model econometrics %R 10.2139/ssrn.1523787 %T Dynamic Hierarchical Factor Models

@article{moench2011dynamic, added-at = {2013-05-10T05:28:38.000+0200}, author = {Moench, Emanuel and Ng, Serena and Potter, Simon}, biburl = {https://www.bibsonomy.org/bibtex/2253ec1116e17ac23642ef98108a4c350/jp}, description = {Dynamic Hierarchical Factor Models by Emanuel Moench, Serena Ng, Simon Potter :: SSRN}, doi = {10.2139/ssrn.1523787}, interhash = {aef3e47b03bead6e46cb9f801c1e0de0}, intrahash = {253ec1116e17ac23642ef98108a4c350}, journal = {SSRN eLibrary}, keywords = {dynamic_factor_model econometrics}, language = {English}, location = {http://ssrn.com/paper=1523787}, publisher = {SSRN}, timestamp = {2013-05-10T05:28:38.000+0200}, title = {Dynamic Hierarchical Factor Models}, type = {Working Paper Series}, year = 2011 }