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