References

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   García-Ferrer, A. and Bujosa-Brun, M. (2000). Forecasting OECD industrial turning points using unobserved components models with business survey data. International Journal of Forecasting, 16(2), 207–227. ISSN 0169-2070.
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   Poncela, P. and Ruiz, E. (2012). More is not always better: back to the kalman filter in dynamic factor models. Working Paper. Statistics and Econometrics Series 12-23, Universidad Carlos III de Madrid.
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