Likelihood-based Analysis for Dynamic Factor Models

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

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

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Name	TI Discussion Paper
No.	08-007/4

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@techreport{1ea768cec94b4e22bbb3e6d618bc52ca,

title = "Likelihood-based Analysis for Dynamic Factor Models",

author = "B.M.J.P. Jungbacker and S.J. Koopman",

year = "2008",

language = "English",

series = "TI Discussion Paper",

publisher = "Tinbergen Instituut (TI)",

number = "08-007/4",

type = "WorkingPaper",

institution = "Tinbergen Instituut (TI)",

}