Items where Author is "Doz, C"

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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 0034-6535

Reichlin, L, Doz, C and Giannone, D (2011) A two-step estimator for large approximate dynamic factor models based on Kalman filtering. Journal of Econometrics, 164 (1). pp. 188-205. ISSN 0304-4076

This list was generated on Tue Jan 21 01:05:23 2020 GMT.