A quasi-maximum likelihood approach for large, approximate dynamic factor models

Review of Economics and Statistics

Volumn 94, Issue 4, 2012, Pages 1014-1024

  Doz, Catherine ^a   Giannone, Domenico ^b   Reichlin, Lucrezia ^c  

^a UNIVERSITÉ PARIS 1 PANTHÉON SORBONNE   (France)

^b UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

^c CEPR   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84871575482     PISSN: 00346535     EISSN: 15309142     Source Type: Journal    
DOI: 10.1162/REST_a_00225     Document Type: Article

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