A quasi-maximum likelihood approach for large, approximate dynamic factor models
Catherine Doz, Domenico Giannone, and Lucrezia Reichlin
| Year of publication: |
2012
|
|---|---|
| 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
|
| Subject: | Faktorenanalyse | Factor analysis | Zeitreihenanalyse | Time series analysis | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
Kommentar in:
A replication of "a quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012). - [Kiel], 2020. - 1 Online-Ressource (circa 13 Seiten)
Kommentar in:
A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012). - [Kiel], 2020. - 1 Online-Ressource (13 Seiten)
Persistent link: https://www.econbiz.de/10009668442