Estimating a Dynamic Factor Model in EViews Using the Kalman Filter and Smoother
Crossref DOI link: https://doi.org/10.1007/s10614-019-09912-z
Published Online: 2019-09-05
Published Print: 2020-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Solberger, Martin http://orcid.org/0000-0002-1078-0202
SpÄnberg, Erik
Funding for this research was provided by:
Uppsala University
Text and Data Mining valid from 2019-09-05
Version of Record valid from 2019-09-05
Article History
Accepted: 26 July 2019
First Online: 5 September 2019