A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models

Bibliographic Data

ID19074032
AuthorsCatherine Doz (corresponding author), Domenico Giannone (0000-0003-3850-2586, Amazon (Germany)), Lucrezia Reichlin
Year2006
Publication date2006-01-01
Peer ReviewedYes
Open AccessYes
TypeARTICLE
VenueSSRN Electronic Journal (REPOSITORY)
Journal identifiersISSN: 1556-5068 • E-ISSN: 1556-5068
PublisherRELX Group (Netherlands) (PUBLISHER • NL)
DOI10.2139/ssrn.927425
OpenAlexW3003548463
LanguageEN
Citations received1

Tools

Open DOIOpen Access