Lucrezia Reichlin

Available identifiers

MaRDI QIDQ58365

List of research outcomes

Publication	Date of Publication	Type
A two-step estimator for large approximate dynamic factor models based on Kalman filtering	2016-08-12	Paper
A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models	2012-11-01	Paper
A two-step estimator for large approximate dynamic factor models based on Kalman filtering	2011-09-01	Paper

Research outcomes over time

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