Multidimensional dynamic factor models
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Cited by:
- Matteo Barigozzi, 2023. "Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models: A Critical Review," Papers 2303.11777, arXiv.org, revised May 2024.
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This paper has been announced in the following NEP Reports:- NEP-ECM-2023-02-27 (Econometrics)
- NEP-ETS-2023-02-27 (Econometric Time Series)
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