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