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

DOI10.1162/REST_A_00225MaRDI QIDQ58368FDOQ58368

Authors: Catherine Doz, Domenico Giannone, Lucrezia Reichlin 

Publication date: November 2012

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

Cited In (1)

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