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...
More Details
| Item Type: | Article |
|---|---|
| Subject Areas: | Economics |
| Date Deposited: | 17 May 2016 12:24 |
| Last Modified: | 30 Jun 2024 01:25 |
| URI: | https://lbsresearch.london.edu/id/eprint/454 |
Export and Share
Download
Full text not available from this repository.Statistics
Altmetrics
Downloads from LBS Research Online
Actions (login required)
|
Edit Item |