![](/img/cover-not-exists.png)
Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data
Blasques, F., Koopman, S.J., Mallee, M., Zhang, Z.Language:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2016.04.014
Date:
May, 2016
File:
PDF, 367 KB
english, 2016