A quasi-maximum likelihood approach for large, approximate dynamic factor models
Catherine Doz, Domenico Giannone, and Lucrezia Reichlin
| Year of publication: |
2012
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|---|---|
| Authors: | Doz, Catherine ; Giannone, Domenico ; Reichlin, Lucrezia |
| Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 94.2012, 4, p. 1014-1024
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| Subject: | Faktorenanalyse | Factor analysis | Zeitreihenanalyse | Time series analysis | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009668442