BIROn - Birkbeck Institutional Research Online

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    Number of items: 2.

    May 2024

    Spencer, Thomas (2024) Maximum likelihood estimation of dynamic factor models using general cross sectional covariance. Working Paper. BCAM Working Papers, London, UK. (Unpublished)

    24 November 2024

    Spencer, Thomas (2024) An analytical approach to estimating dynamic factor models with macroeconomic application. Working Paper. Birkbeck Center for Applied Macroeconomcis, London, UK. (Unpublished)

    This list was generated on Sat Jan 11 06:05:23 2025 GMT.