动态因子模型_Mark W. Watson_哈佛经济系
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来源：人大经济论坛
附件是两篇关于最近 动态因子模型的文章，作者是哈佛与普林斯顿的俩经济学家： 2010年新文章
James H. Stock, Department of Economics, Harvard University and the National Bureau of Economic Research
Mark W. Watson, Woodrow Wilson School and Department of Economics, Princeton University and the National Bureau of Economic Research
原始出处：http://www.princeton.edu/~mwatson/papers/favar.pdf (Implications of Dynamic Factor Models for VAR Analysis)
http://www.princeton.edu/~mwatson/papers/dfm_oup_4.pdf (Dynamic Factor Model)
James H. Stock, Department of Economics, Harvard University and the National Bureau of Economic Research
Mark W. Watson, Woodrow Wilson School and Department of Economics, Princeton University and the National Bureau of Economic Research
原始出处：http://www.princeton.edu/~mwatson/papers/favar.pdf (Implications of Dynamic Factor Models for VAR Analysis)
http://www.princeton.edu/~mwatson/papers/dfm_oup_4.pdf (Dynamic Factor Model)
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