A quasi maximum likelihood approach for large approximate dynamic factor models
By: by Catherine Doz, Domenico Giannone and Lucrezia Reichlin
Series: Working paper series / European Central Bank -- working paper no. 674; Working paper series (European Central Bank) -- working paper no. 674
Publisher: European Central Bank
Published: 2006
Place of publication: Frankfurt am Main, Germany
Language: eng
Notes: "September 2006"