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Time-varying state correlations in state space models and their estimation via indirect inference
Schiavoni, Caterina, (2021)
A dynamic factor model approach to incorporate Big Data in state space models for official statistics
Schiavoni, Caterina, (2019)
A dynamic factor model approach to incorporate big data in state space models for official statistics
Schiavoni, Caterina, (2020)