Maximum likelihood estimation of factor models on data sets with arbitrary pattern of missing data
Year of publication: |
2010
|
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Authors: | Bańbura, Marta ; Modugno, Michele |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | Prognoseverfahren | Dynamische Wirtschaftstheorie | Faktorenanalyse | Nationaleinkommen | Monte-Carlo-Simulation | Eurozone | EU-Staaten | EM algorithm | Factor models | forecasting | large cross-sections | Missing data |
Series: | ECB Working Paper ; 1189 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 628485646 [GVK] hdl:10419/153623 [Handle] RePEc:ecb:ecbwps:20101189 [RePEc] |
Classification: | C53 - Forecasting and Other Model Applications ; E37 - Forecasting and Simulation |
Source: |
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