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A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models - MaRDI portal

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

From MaRDI portal
Publication:58368

DOI10.1162/REST_A_00225MaRDI QIDQ58368

Lucrezia Reichlin, Catherine Doz, Domenico Giannone

Publication date: November 2012

Published in: Review of Economics and Statistics (Search for Journal in Brave)






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