A quasi-maximum likelihood approach for large, approximate dynamic factor models

Reichlin, L, Doz, C and Giannone, D (2012) A quasi-maximum likelihood approach for large, approximate dynamic factor models. Review of Economics and Statistics, 94 (4). pp. 1014-1024. ISSN 1530-9142

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Item Type: Article
Subject Areas: Economics
Date Deposited: 17 May 2016 12:24
Last Modified: 02 Sep 2019 15:28
URI: http://lbsresearch.london.edu/id/eprint/454
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