Maximum likelihood estimation of factor models on datasets with arbitrary pattern of missing data

Journal of Applied Econometrics

Volumn 29, Issue 1, 2014, Pages 133-160

  Bańbura, Marta ^a   Modugno, Michele ^b  

^a EUROPEAN CENTRAL BANK   (Germany)

^b UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84892845697     PISSN: 08837252     EISSN: 10991255     Source Type: Journal    
DOI: 10.1002/jae.2306     Document Type: Article

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