Likelihood-based analysis for dynamic factor models - Jungbacker, Borus,Koopman, Siem Jan (print, 2008)
Keywords: Arbeitspapier; Graue Literatur; Maximum-Likelihood-Schätzung; Faktorenanalyse; Zustandsraummodell; Monte-Carlo-Simulation; Markov-Kette; Theorie; EM algorithm