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19 - Business and Management Studies

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Article title

A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering

Type

D - Journal article

DOI

Title of journal

Journal of Econometrics

Article number

Volume number

164

Issue number

First page of article

188

ISSN of journal

03044076

Year of publication

2011

URL

Number of additional authors

Additional information

Interdisciplinary

Cross-referral requested

Research group

B - Economics

Proposed double-weighted

Double-weighted statement

Reserve for a double-weighted output

Non-English

English abstract