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Monograph
Spencer, Thomas (2024) An analytical approach to estimating dynamic factor models with macroeconomic application. Working Paper. Birkbeck Center for Applied Macroeconomcis, London, UK. (Unpublished)
Spencer, Thomas (2024) Maximum likelihood estimation of dynamic factor models using general cross sectional covariance. Working Paper. BCAM Working Papers, London, UK. (Unpublished)