• Citer

A two-step estimator for large approximate dynamic factor models based on Kalman filtering

par Doz, Catherine;Giannone, Domenico ;Reichlin, Lucrezia
Publication Publié, 2007-01

Travail de recherche/Working paper

• Détails

Titre:	A two-step estimator for large approximate dynamic factor models based on Kalman filtering
Auteur:	Doz, Catherine; Giannone, Domenico; Reichlin, Lucrezia
Informations sur la publication:	Center for Economic Policy Research
Statut de publication:	Publié, 2007-01
series:	CEPR Discussion Papers, 6043
Sujet CREF:	Economie
Langue:	Anglais
Identificateurs:	RePEc:ulb:ulbeco:2013/6435
	dg-0019