![](/img/cover-not-exists.png)
A spectral EM algorithm for dynamic factor models
Fiorentini, Gabriele, Galesi, Alessandro, Sentana, EnriqueLanguage:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2018.03.013
Date:
April, 2018
File:
PDF, 936 KB
english, 2018