Empirical Bayes Methods for Dynamic Factor Models

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

Name	TI Discussion Paper
No.	14-061/III

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@techreport{b264446da32d4fdfa5ca4b9415eb2b12,

title = "Empirical Bayes Methods for Dynamic Factor Models",

author = "S.J. Koopman and G. Mesters",

year = "2014",

language = "English",

series = "TI Discussion Paper",

publisher = "Tinbergen Institute",

number = "14-061/III",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}