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...
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| Item Type: | Article |
|---|---|
| Subject Areas: | Economics |
| Date Deposited: | 17 May 2016 12:24 |
| Last Modified: | 21 Nov 2024 02:27 |
| URI: | https://lbsresearch.london.edu/id/eprint/454 |
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