Maximum likelihood estimation for dynamic factor models with missing data
| Year of publication: |
2011
|
|---|---|
| Authors: | Jungbacker, B. ; Koopman, S.J. ; van der Wel, M. |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 35.2011, 8, p. 1358-1369
|