Dynamic Factor Analysis in The Presence of Missing Data
Year of publication: |
2009
|
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Authors: | Jungbacker, B. ; Koopman, S.J. ; van der Wel, M. |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Panelforschung | Datenqualität | Faktorenanalyse | Zustandsraummodell | Maximum-Likelihood-Methode | Theorie | High-dimensional vector series | Kalman filtering and smooting | Maximum likelihood | Unbalanced panels of time series |
Series: | Tinbergen Institute Discussion Paper ; 09-010/4 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 83855606X [GVK] hdl:10419/86664 [Handle] RePEc:dgr:uvatin:20090010 [RePEc] |
Classification: | C33 - Models with Panel Data ; C43 - Index Numbers and Aggregation |
Source: |
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