Maximum likelihood estimation for dynamic factor models with missing data

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Source ISSN: 0165-1889
Author Jungbacker, B., Koopman, S.J., van Der Wel, M.
Maintainer CCSD
Last Updated May 10, 2026, 22:09 (UTC)
Created May 10, 2026, 22:09 (UTC)
Identifier hal-00828980
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Department of Econometrics [Amsterdam] ; Universiteit van Amsterdam = University of Amsterdam (UvA)
creator Jungbacker, B.
date 2011-06-01T00:00:00
harvest_object_id fee5f261-c1ea-446c-844d-11c533e39ac6
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2025-07-10T00:00:00
relation info:eu-repo/semantics/altIdentifier/doi/10.1016/j.jedc.2011.03.009
set_spec type:ART