A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions

SSRN Electronic Journal
doi 10.2139/ssrn.394340
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy