A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012)
Has this study been replicated?
This paper is itself a replication attempt. The study it set out to replicate is listed below.
Study replicated
- A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models, Doz et al. (2012). Review of Economics and Statistics. View paper
Cite this record
Lucchetti, R., & Venetis, I. A. (2020). A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012). Economics, 14(1). https://doi.org/10.5018/economics-ejournal.ja.2020-14
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