Assessing Three Estimators of Latent Factors with Calibrated Macroeconomic Data

Serena Ng () and Jean Boivin

No 255, Computing in Economics and Finance 2003 from Society for Computational Economics

Keywords: Dynamic factor models; Principal component estimators; Gibbs sampling. (search for similar items in EconPapers)
JEL-codes: C33 C5 E37 (search for similar items in EconPapers)
Date: 2003-08-01
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