Open AccessMarkov-Switching Dynamic Factor Models in Real Time
Author(s) -
Máximo Camacho,
Gabriel PérezQuirós,
Pilar Poncela
Publication year - 2012
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2002667
Subject(s) - factor (programming language) , dynamic factor , computer science , econometrics , mathematics , programming language
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