A Dynamic Index Model for Large Cross Sections
Published Date
Copyright 1993
ISBN 0226774880
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Copy CitationDanny Quah and Thomas J. Sargent, Business Cycles, Indicators, and Forecasting (University of Chicago Press, 1993), chap. 7, https://www.nber.org/books-and-chapters/business-cycles-indicators-and-forecasting/dynamic-index-model-large-cross-sections.