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

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