A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012).

Published in:

Economics: The Open-Access, Open-Assessment E-Journal, 2020, v. 14, n. 2020-14, p. 1, doi. 10.5018/economics-ejournal.ja.2020-14

By:

• Lucchetti, Riccardo;
• Venetis, Ioannis A.

Publication type:

Article