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• Serena Ng

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Paper provided by Society for Computational Economics in its series Computing in Economics and Finance 2003 with number 255.

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Date of creation: 01 Aug 2003
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Handle: RePEc:sce:scecf3:255

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Keywords: 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
C5 - Mathematical and Quantitative Methods - - Econometric Modeling
C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data

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This page was last updated on 2009-11-6.