Empirical Bayes Methods for Dynamic Factor Models

Research output: Working paperProfessional

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

Publication series

NameTI Discussion Paper
No.14-061/III

Cite this

Koopman, S. J., & Mesters, G. (2014). Empirical Bayes Methods for Dynamic Factor Models. (TI Discussion Paper; No. 14-061/III). Amsterdam: Tinbergen Institute.
Koopman, S.J. ; Mesters, G. / Empirical Bayes Methods for Dynamic Factor Models. Amsterdam : Tinbergen Institute, 2014. (TI Discussion Paper; 14-061/III).
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Koopman, SJ & Mesters, G 2014 'Empirical Bayes Methods for Dynamic Factor Models' TI Discussion Paper, no. 14-061/III, Tinbergen Institute, Amsterdam.

Empirical Bayes Methods for Dynamic Factor Models. / Koopman, S.J.; Mesters, G.

Amsterdam : Tinbergen Institute, 2014. (TI Discussion Paper; No. 14-061/III).

Research output: Working paperProfessional

TY - UNPB

T1 - Empirical Bayes Methods for Dynamic Factor Models

AU - Koopman, S.J.

AU - Mesters, G.

PY - 2014

Y1 - 2014

M3 - Working paper

T3 - TI Discussion Paper

BT - Empirical Bayes Methods for Dynamic Factor Models

PB - Tinbergen Institute

CY - Amsterdam

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Koopman SJ, Mesters G. Empirical Bayes Methods for Dynamic Factor Models. Amsterdam: Tinbergen Institute. 2014. (TI Discussion Paper; 14-061/III).