Empirical Bayes Methods for Dynamic Factor Models

S.J. Koopman, G. Mesters

Research output: Working paper / PreprintWorking paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages45
Publication statusPublished - 2014

Publication series

NameTI Discussion Paper
No.14-061/III

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