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A quasi maximum likelihood approach for large approximate dynamic factor models

par Doz, Catherine;Giannone, Domenico ;Reichlin, Lucrezia
Publication Publié, 2006-06

Travail de recherche/Working paper

• Détails

Titre:	A quasi maximum likelihood approach for large approximate dynamic factor models
Auteur:	Doz, Catherine; Giannone, Domenico; Reichlin, Lucrezia
Informations sur la publication:	Center for Economic Policy Research
Statut de publication:	Publié, 2006-06
series:	CEPR Discussion Papers, 5724
Sujet CREF:	Economie
Langue:	Anglais
Identificateurs:	RePEc:ulb:ulbeco:2013/6453
	dg-0028