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A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models

Catherine Doz, Domenico Giannone, Lucrezia Reichlin

Review of Economics and Statistics, 2012. DOI 10.1162/rest_a_00225

Has this study been replicated?

The atlas records 1 replication of this study. Recorded outcomes: 1 successful.

Replications

• A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012), Lucchetti & Venetis (2020). Outcome recorded: successful. Their narrow sense replication exercise fully confirms the results in the original article. View paper

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