Maximum likelihood estimation for dynamic factor models with missing data (Q550846): Difference between revisions
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Revision as of 01:36, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation for dynamic factor models with missing data |
scientific article |
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Maximum likelihood estimation for dynamic factor models with missing data (English)
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13 July 2011
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high-dimensional vector series
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Kalman filtering and smoothing
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unbalanced panels of time series
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