A spectral EM algorithm for dynamic factor models (Q1754525): Difference between revisions

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Revision as of 17:40, 15 July 2024

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A spectral EM algorithm for dynamic factor models
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    A spectral EM algorithm for dynamic factor models (English)
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    31 May 2018
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    indirect inference
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    Kalman filter
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    sectoral employment
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    spectral maximum likelihood
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    Wiener-Kolmogorov filter
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