DMCA

Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk,” Tinbergen Institute Discussion Papers 11-042/2/DSF16, Tinbergen Institute (2011)

Cached

Download Links

by Drew Creal Bernd Schwaab , Siem Jan Koopman , André Lucas , Drew Creal , Bernd Schwaab , Siem Jan Koopman , André Lucas
Citations:7 - 2 self