A parametric estimation method for dynamic factor models of large dimensions / George Kapetanios and Massimiliano Marcellino.
Material type: Continuing resourceLanguage: English Series: CEPR Discussion Paper Series ; 5620 | CEPR. Discussion paper series. IEC ; v. 128/6Publication details: London : Centre for Economic Policy Research, 2006.Description: 33 p. : il. ; 21 cmSubject(s): Other classification:- CEPR 128
Holdings: CEPR. Discussion paper series. IEC ; v. 128/6.
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