Assessing Three Estimators of Latent Factors with Calibrated Macroeconomic Data
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Bibliographic InfoPaper provided by Society for Computational Economics in its series Computing in Economics and Finance 2003 with number 255.
Date of creation: 01 Aug 2003
Date of revision:
Dynamic factor models; Principal component estimators; Gibbs sampling.;
Find related papers by JEL classification:
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
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