• Graduate program
    • Why Tinbergen Institute?
    • Program Structure
    • Courses
    • Course Registration
    • Facilities
    • Admissions
    • Recent PhD Placements
  • Research
  • News
  • Events
    • Summer School
      • Inequalities in Health and Healthcare
      • Research on Productivity, Trade, and Growth
      • Behavioral Macro and Complexity
    • Events Calendar
    • Tinbergen Institute Lectures
    • Annual Tinbergen Institute Conference
    • Events Archive
  • Alumni
  • Times

98-001/4 - System Identification by Dynamic Factor Models


  • Authors
    C. Heij, Econometric Institute, Erasmus University Rotterdam; W. Scherrer, Institut für Ökonometrie, Operations Research und Systemtheorie, TU Wien, Austria; M. Deistler, Institut für Ökonometrie, Operations Research und Systemtheorie, TU Wien, Austria
  • Publication date
    January 9, 1998