A spectral EM algorithm for dynamic factor models :: Gabriele Fiorentini :: Centre for Economic Policy Research 2015 :: OBNB, the Open British National Bibliography

Publication Data

Title A spectral EM algorithm for dynamic factor models
Author Gabriele Fiorentini
Contributors Alessandro Galesi, Enrique Sentana, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 2015
Publication location London, UK
Language English

Descriptive Notes

"February 2015".
"Submitted 03 February 2015".

Topics

Expectation-maximization algorithms :: Econometric models
Factor analysis :: Econometric models
Econometric models

Catalogue Data

OBNB ID GBB572904
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 36 pages, 6 unnumbered pages
P1042 Includes bibliographical references.

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A spectral EM algorithm for dynamic factor models by Gabriele Fiorentini. Published by Centre for Economic Policy Research in 2015. Publication and catalogue information, links to buy online and reader comments.