A quasi-maximum likelihood approach for large approximate dynamic factor models
Journal
Review of Economics and Statistics
Subject
Economics
Publishing details
Authors / Editors
Doz C; Giannone D; Reichlin L
Biographies
Publication Year
2012
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Journal
Review of Economics and Statistics
Subject
Economics
Publishing details
Authors / Editors
Doz C; Giannone D; Reichlin L
Biographies
Publication Year
2012