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A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
Doz, Catherine, Giannone, Domenico, Reichlin, LucreziaVolume:
94
Language:
english
Journal:
Review of Economics and Statistics
DOI:
10.1162/rest_a_00225
Date:
November, 2012
File:
PDF, 175 KB
english, 2012