Likelihood‐based dynamic factor analysis for measurement and forecasting
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Publication:5091819
DOI10.1111/ECTJ.12029OpenAlexW1936753747MaRDI QIDQ5091819
Siem Jan Koopman, B. Jungbacker
Publication date: 27 July 2022
Published in: The Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/ectj.12029
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