A comparison of estimation methods for dynamic factor models of large dimensions
Year of publication: |
2003
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Authors: | Kapetanios, George ; Marcellino, Massimiliano |
Publisher: |
London : Queen Mary University of London, Department of Economics |
Subject: | Faktorenanalyse | Schätztheorie | Zustandsraummodell | Factor models, Principal components, Subspace algorithms |
Series: | Working Paper ; 489 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 377036773 [GVK] hdl:10419/62924 [Handle] |
Classification: | C32 - Time-Series Models ; C51 - Model Construction and Estimation ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: |
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