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Fast ML estimation of dynamic bifactor models : an application to European inflation
Fiorentini, Gabriele
;
Galesi, Alessandro
;
Sentana, Enrique
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2015
Persistent link: https://www.econbiz.de/10010509651
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A spectral EM algorithm for dynamic factor models
Fiorentini, Gabriele
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Galesi, Alessandro
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Sentana, Enrique
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2015
Persistent link: https://www.econbiz.de/10010495553
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Putting the cycle back into business cycle analysis
Beaudry, Paul
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Galizia, Dana
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Portier, Franck
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2016
Persistent link: https://www.econbiz.de/10011586660
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