A spectral EM algorithm for dynamic factor models
type: Item
instance of: scholarly article
title: A spectral EM algorithm for dynamic factor models
zbMATH Open document ID: 1452.62630
author: Gabriele Fiorentini
author: Alessandro Galesi
author: Enrique Sentana
published in: Journal of Econometrics
publication date: 2018-05-31T00:00:00Z
full work available at URL: dt1619e.pdf
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62H25
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6877081
zbMATH Keywords: indirect inference
zbMATH Keywords: Kalman filter
zbMATH Keywords: sectoral employment
zbMATH Keywords: spectral maximum likelihood
zbMATH Keywords: Wiener-Kolmogorov filter
MaRDI profile type: Publication
OpenAlex ID: W3122734065
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DOI: 10.1016/J.JECONOM.2018.03.013
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description: scientific article; zbMATH DE number 6877081