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~isPartOf:"The review of economics and statistics"
~person:"Jarrow, Robert A."
~person:"Lucas, André"
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
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The review of economics and statistics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Observation-driven mixed-measurement dynamic factor models with an application to credit risk
Creal, Drew
;
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, …
- In:
The review of economics and statistics
96
(
2014
)
5
,
pp. 898-915
Persistent link: https://www.econbiz.de/10010470540
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