Likelihood-based Analysis for Dynamic Factor Models

B.M.J.P. Jungbacker, S.J. Koopman

Research output: Working paperProfessional

63 Downloads (Pure)
Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Instituut (TI)
Publication statusPublished - 2008

Publication series

NameTI Discussion Paper
No.08-007/4

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