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 0034-6535

Official URL: http://www.mitpressjournals.org/doi/abs/10.1162/RE...

DOI: https://doi.org/10.1162/REST_a_00225

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Item Type:	Article
Subject Areas:	Economics
Date Deposited:	17 May 2016 12:24
Last Modified:	27 Feb 2025 12:50
URI:	https://lbsresearch.london.edu/id/eprint/454

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