Travail de recherche/Working paper
| Titre: |
|
| Auteur: | Doz, Catherine; Giannone, Domenico; Reichlin, Lucrezia |
| Statut de publication: | Publié, 2008 |
| series: | ECARES Working papers, 2008_034 |
| Sujet CREF: | Economie |
| Sujet JEL: | Model Construction and Estimation |
| Multiple or Simultaneous Equation Models: Time-Series Models | |
| Multiple or Simultaneous Equation Models: Models with Panel Data | |
| Volumes/pages: | 28 p. |
| Mots-clés: | Factor Model |
| large cross-sections | |
| Quasi Maximum Likelihood | |
| Langue: | Anglais |
| Identificateurs: | RePEc:eca:wpaper:2008_034 |
