Maximum likelihood estimation for dynamic factor models with missing data
B. Jungbacker; S. J. Koopman; M. van der Wel
| Year of publication: |
2011
|
|---|---|
| Authors: | Jungbacker, Borus ; Koopman, Siem Jan ; Wel, Michel van der |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 35.2011, 8, p. 1358-1368
|
| Subject: | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis |
| 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/10009241401