A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models

DOI10.1162/REST_A_00225MaRDI QIDQ58368FDO

Authors Catherine Doz, Domenico Giannone, Lucrezia Reichlin

Publication date November 2012

Published in Review of Economics and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1162/REST_A_00225

Cited in

(1)

• dfms

This page was built for publication: A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q58368)