14-105/III - Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models

• Authors
  Francisco Blasques; Siem Jan Koopman; Max Mallee, VU University Amsterdam, the Netherlands
• Publication date
  August 11, 2014

• Keywords
  Asymptotic theory, Forecasting, Kalman filter, Nowcasting, State space
• JEL
  C13, C32, C53, E17