Jungbacker, B., Koopman, S. and van der Wel, M. (2011). Maximum Likelihood Estimation for Dynamic Factor Models with Missing Data Journal of Economic Dynamics and Control, 35(8):1358--1368.

• Affiliated authors
  Siem Jan Koopman, Michel van der Wel
• Publication year
  2011

• Journal
  Journal of Economic Dynamics and Control