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)