Department of Economics and Business Economics

Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data

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

  • Francisco Blasques, Vrije Universiteit, Amsterdam, Netherlands
  • Simon Johannes Maria Koopman
  • M. Mallee, Vrije Universiteit, Amsterdam, Netherlands
  • Z. Zhang, Vrije Universiteit, Amsterdam, Tinbergen Institute Amsterdam, Netherlands
Original languageEnglish
JournalJournal of Econometrics
Volume193
Issue2
Pages (from-to)405–417
Number of pages13
ISSN0304-4076
DOIs
Publication statusPublished - 2016

See relations at Aarhus University Citationformats

ID: 110465641