An Order-Invariant Score-Driven Dynamic Factor Model

Mariia Artemova

Research output: Working paper / Preprint › Working paper › Professional

Name	TI Discussion Paper Series
Volume	23-067/III

Access to Document

An order-invariant score-driven dynamic factor model
Artemova, M., Sept 2025, In: Journal of Econometrics. 251, p. 1-19 19 p., 106073.
Research output: Contribution to Journal › Article › Academic › peer-review

Open Access

@techreport{ed19139f3dac4d72a5f446b00e7cc1dc,

title = "An Order-Invariant Score-Driven Dynamic Factor Model",

author = "Mariia Artemova",

year = "2023",

language = "English",

volume = "23-067/III",

series = "TI Discussion Paper Series",

publisher = "Tinbergen Institute",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}