Maximum Likelihood Estimation for Dynamic Factor Models with Missing Data

B Jungbacker, SJ Koopman, Michel van der Wel

Research output: Contribution to journal › Article › Academic › peer-review

42 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	1358-1368
Number of pages	11
Journal	Journal of Economic Dynamics and Control
Volume	35
Issue number	8
DOIs	https://doi.org/10.1016/j.jedc.2011.03.009
Publication status	Published - 2011

Research programs

@article{12ceeaf184114a8e887fdb59b0d8e1d9,

title = "Maximum Likelihood Estimation for Dynamic Factor Models with Missing Data",

author = "B Jungbacker and SJ Koopman and {van der Wel}, Michel",

year = "2011",

doi = "10.1016/j.jedc.2011.03.009",

language = "Undefined/Unknown",

volume = "35",

pages = "1358--1368",

journal = "Journal of Economic Dynamics and Control",

issn = "0165-1889",

publisher = "Elsevier",

number = "8",

}

TY - JOUR

T1 - Maximum Likelihood Estimation for Dynamic Factor Models with Missing Data

AU - Jungbacker, B

AU - Koopman, SJ

AU - van der Wel, Michel

PY - 2011

Y1 - 2011

U2 - 10.1016/j.jedc.2011.03.009

DO - 10.1016/j.jedc.2011.03.009

M3 - Article

SN - 0165-1889

VL - 35

SP - 1358

EP - 1368

JO - Journal of Economic Dynamics and Control

JF - Journal of Economic Dynamics and Control

IS - 8

ER -