A comparison of estimation methods for dynamic factor models of large dimensions

George Kapetanios and Massimiliano Marcellino

Year of publication:	Apr. 2003 ; [Elektronische Ressource]
Other Persons:	Kapetanios, George (contributor) ; Marcellino, Massimiliano (contributor)
Institutions:	Queen Mary College / Department of Economics (contributor)
Publisher:	London : Queen Mary, Univ. of London, Dep. of Economics
Subject:	Faktorenanalyse \| Factor analysis \| Schätztheorie \| Estimation theory \| Zustandsraummodell \| State space model

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