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

F. Blasques, S.J. Koopman, M.I.P. Mallee

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages51
Publication statusPublished - 2014

Publication series

NameTI Discussion Paper
No.14-105/III

Cite this

Blasques, F., Koopman, S. J., & Mallee, M. I. P. (2014). Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models. (TI Discussion Paper; No. 14-105/III). Amsterdam: Tinbergen Institute.
Blasques, F. ; Koopman, S.J. ; Mallee, M.I.P. / Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models. Amsterdam : Tinbergen Institute, 2014. (TI Discussion Paper; 14-105/III).
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Blasques, F, Koopman, SJ & Mallee, MIP 2014 'Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models' TI Discussion Paper, no. 14-105/III, Tinbergen Institute, Amsterdam.

Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models. / Blasques, F.; Koopman, S.J.; Mallee, M.I.P.

Amsterdam : Tinbergen Institute, 2014. (TI Discussion Paper; No. 14-105/III).

Research output: Working paperProfessional

TY - UNPB

T1 - Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models

AU - Blasques, F.

AU - Koopman, S.J.

AU - Mallee, M.I.P.

PY - 2014

Y1 - 2014

M3 - Working paper

T3 - TI Discussion Paper

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

PB - Tinbergen Institute

CY - Amsterdam

ER -

Blasques F, Koopman SJ, Mallee MIP. Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models. Amsterdam: Tinbergen Institute. 2014. (TI Discussion Paper; 14-105/III).