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~accessRights:"restricted"
~person:"Fafchamps, Marcel"
~person:"Galesi, Alessandro"
~subject:"Kalman filter"
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A spectral EM algorithm for dynamic factor models
Fiorentini, Gabriele
;
Galesi, Alessandro
;
Sentana, Enrique
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 249-279
Persistent link: https://www.econbiz.de/10012110263
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