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Dynamic Factor Models - Princeton University

Dynamic Factor Models - Princeton University

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May 07, 2010 · Introduction . Macroeconometricians face a peculiar data structure. On the one hand, the ... to researchers new to the area, the key theoretical results, applications, and empirical ... (small N) parametric models estimated in the time domain using Gaussian maximum likelihood estimation (MLE) and the ...

  Introduction, Area, University, Princeton, Small, Princeton university, Estimation

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