Fast ML Estimation of Dynamic Bifactor Models : An Application to European Inflation
Year of publication: |
2015
|
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Authors: | Fiorentini, Gabriele |
Other Persons: | Galesi, Alessandro (contributor) ; Sentana, Enrique (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | EU-Staaten | EU countries | Theorie | Theory | Schätzung | Estimation | Eurozone | Euro area | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Inflationskonvergenz | Inflation convergence | Faktorenanalyse | Factor analysis | Fourier-Analyse | Fourier analysis |
Extent: | 1 Online-Ressource (64 p) |
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Series: | Banco de Espana Working Paper ; No. 1525 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 22, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2663951 [DOI] |
Classification: | C32 - Time-Series Models ; c38 ; E37 - Forecasting and Simulation ; f45 |
Source: | ECONIS - Online Catalogue of the ZBW |
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