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1. A spectral EM algorithm for dynamic factor models

   Author: Fiorentini, Gabriele; Galesi, Alessandro; Sentana, Enrique

   Published: 2016

   Publisher:  Banco de España, Madrid

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   Kiel: ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel

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   ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel

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   Source:	Union catalogues
   Language:	English
   Media type:	Book
   Format:	Online
   Series:	Documentos de trabajo / Banco de España, Eurosistema ; no. 1619
   Subjects:	indirect inference; Kalman filter; sectoral employment; spectral maximum likelihood; Wiener-Kolmogorov filter
   Scope:	1 Online-Ressource (circa 62 Seiten), Illustrationen