Assessing Three Estimators of Latent Factors with Calibrated Macroeconomic Data
| Year of publication: |
2003-08-01
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| Authors: | Ng, Serena ; Boivin, Jean |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | Dynamic factor models | Principal component estimators | Gibbs sampling |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 255 |
| Classification: | E37 - Forecasting and Simulation ; C5 - Econometric Modeling ; C33 - Models with Panel Data |
| Source: |
Persistent link: https://www.econbiz.de/10005345719