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A spectral EM algorithm for dynamic factor models
Fiorentini, Gabriele;
Galesi, Alessandro;
Sentana, Enrique
30-Sep-2016
Inferencia indirecta;
Filtro de Kalman;
Empleo sectorial;
Máxima verosimilitud espectral;
Filtro de Wiener-Kolmogorov;
Indirect inference;
Kalman filter;
Sectoral employment;
Spectral maximum likelihood;
Wiener-Kolmogorov filter;
Modelización econométrica;
Modelos econométricos;
Estados Unidos
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Galesi, Alessandro [1]
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Empleo sectorial [1]
Filtro de Wiener-Kolmogorov [1]
Indirect inference [1]
Inferencia indirecta [1]
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