A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
| Year of publication: |
2012
|
|---|---|
| Authors: | Doz, Catherine ; Giannone, Domenico ; Reichlin, Lucrezia |
| Published in: |
The review of economics and statistics. - Cambridge, Mass : MIT Press, ISSN 0034-6535, ZDB-ID 2079628. - Vol. 94.2012, 4 (1.11.), p. 1014-1025
|