Maximum likelihood estimation for dynamic factor models with missing data
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 |
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