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subject:"USA"
~institution:"Banque de France"
~language:"swe"
~language:"und"
~subject:"estimation"
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Dynamic Factor Models: A review of the Literature .
Barhoumi, K.
;
Darné, O.
;
Ferrara, L.
-
Banque de France
-
2013
review of the recent literature on dynamic factor models. First we present the models used, then the parameter
estimation
…
Persistent link: https://www.econbiz.de/10010633268
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