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A two-step estimator for large approximate dynamic factor models based on Kalman filtering
Catherine Doz, Domenico Giannone, Lucrezia ReichlinVolume:
164
Year:
2011
Language:
english
Pages:
18
DOI:
10.1016/j.jeconom.2011.02.012
File:
PDF, 404 KB
english, 2011