Datasets Activity Stream About 61 datasets found Newest Oldest Relevance Name Ascending Name Descending Last Modified Go Volumes: 29 Formats: TXT Marta Banbura ; Michele Modugno MAXIMUM LIKELIHOOD ESTIMATION OF FACTOR MODELS ON DATASETS WITH ARBITRARY PAT... In this paper we modify the expectation maximization algorithm in order to estimate the parameters of the dynamic factor model on a dataset with an arbitrary pattern of missing... TXT « 1 2 3 4
