Department of Economics and Business Economics

Observation driven mixed-measurement dynamic factor models with an application to credit risk

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  • D. Creal, University of Chicago Booth School of Business, United States
  • Bernd Schwaab
  • ,
  • Siem Jan Koopman
  • Lucas André, Netherlands
Original languageEnglish
JournalReview of Economics and Statistics
Volume96
Issue5
Pages (from-to)898-915
ISSN0034-6535
DOIs
Publication statusPublished - 2014

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