Nikolaos Zirogiannis

University of Massachusetts at Amherst - Department of Resource Economics

Nikolaos Zirogiannis

Department of Operations and Information Managemen

Amherst, MA 01003

United States

http://people.umass.edu/nzirogia/index.html

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Scholarly Papers (1)

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A Generalized Dynamic Factor Model for Panel Data: Estimation with a Two-Cycle Conditional Expectation-Maximization Algorithm

University of Massachusetts at Amherst Department of Resource Economics Working Paper No. 2013-1
Number of pages: 43 Posted: 18 Jan 2013
Nikolaos Zirogiannis and Yorghos Tripodis
University of Massachusetts at Amherst - Department of Resource Economics and Boston University - School of Public Health, Department of Biostatistics
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Abstract:

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Dynamic Factor Models, EM algorithm, Panel Data, State-Space models, IBNET