A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 论文

2011The Review of Economics and Statistics引用 535
DOI
Spatial and Panel Data AnalysisData Analysis with R
Data Analysis with RSpatial and Panel Data Analysis
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A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models · 作者

L

Lucrezia Reichlin

D

Domenico Giannone

C

Catherine Doz