A two-step estimator for large approximate dynamic factor models based on Kalman filtering
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | ISSN: 2225-1146 |
| Author | Doz, Catherine, Reichlin, Lucrezia |
| Maintainer | CCSD |
| Last Updated | May 10, 2026, 08:28 (UTC) |
| Created | May 10, 2026, 08:28 (UTC) |
| Identifier | hal-00844811 |
| Language | en |
| Rights | https://about.hal.science/hal-authorisation-v1/ |
| contributor | Paris School of Economics (PSE) ; Université Paris 1 Panthéon-Sorbonne (UP1)-École normale supérieure - Paris (ENS-PSL) ; Université Paris Sciences et Lettres (PSL)-Université Paris Sciences et Lettres (PSL)-École des hautes études en sciences sociales (EHESS)-École nationale des ponts et chaussées (ENPC)-Centre National de la Recherche Scientifique (CNRS)-Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement (INRAE) |
| creator | Doz, Catherine |
| date | 2011-07-16T00:00:00 |
| harvest_object_id | f2948c05-509c-41a0-b02b-c6f6ed1f7fef |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2025-10-01T00:00:00 |
| relation | info:eu-repo/semantics/altIdentifier/doi/10.1016/j.jeconom.2011.02.012 |
| set_spec | type:ART |