Media type: E-Book Title: Quasi maximum likelihood estimation and inference of large approximate dynamic factor models via the EM algorithm Contributor: Barigozzi, Matteo [Author]; Luciani, Matteo [Author] Published: London: Centre for Econometric Analysis, Bayes Business School, [2024] Published in: CEA_372Bayes working paper series ; 2024,2 Issue: This version: September 26, 2024 Extent: 1 Online-Ressource (circa 133 Seiten); Illustrationen Language: English Keywords: Approximate Dynamic Factor Model ; Expectation Maximization Algorithm ; Kalman Smoother ; Quasi Maximum Likelihood ; Graue Literatur Origination: Footnote: Access State: Open Access