Fast ML estimation of dynamic bifactor models : an application to European inflation
Gabriele Fiorentini, Alessandro Galesi and Enrique Sentana
| Year of publication: |
2015
|
|---|---|
| Authors: | Fiorentini, Gabriele ; Galesi, Alessandro ; Sentana, Enrique |
| Publisher: |
Madrid : CEMFI |
| Subject: | Euro area | Inflation convergence | spectral maximum likelihood | Wiener-Kolmogorov filter | Eurozone | EU-Staaten | EU countries | Inflationskonvergenz | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Theorie | Theory | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Faktorenanalyse | Factor analysis | Fourier-Analyse | Fourier analysis | Inflation |
| Extent: | Online-Ressource (43, [8] S.) graph. Darst. |
|---|---|
| Series: | CEMFI working paper. - Madrid : [Verlag nicht ermittelbar], ZDB-ID 2259759-1. - Vol. 1502 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: PDF Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011408301