Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models

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

Name	TI Discussion Paper
No.	14-105/III

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@techreport{627547f40e2d457fb33d2a89f901ad0d,

title = "Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models",

author = "F. Blasques and S.J. Koopman and M.I.P. Mallee",

year = "2014",

language = "English",

series = "TI Discussion Paper",

publisher = "Tinbergen Institute",

number = "14-105/III",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}