id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
ajeer-2399	Sa, Kimleng	Estimating Cambodia’s Economic Conditions by Dynamic Factor Model	2020	14	.pdf	application/pdf	10377	636	58	Durbin and Koopman (2012) showed that even without the normality assumption, from the minimum variance linear unbiased estimation approach, the estimation of state variables (St+1 and St) and their variances (Pt+1and Pt) were the same as the estimates from the classical and Bayesian viewpoints. Corona et al. (2020) showed that in the case of cointegration, using the original series could improve the estimation of state variables compared to differencing the series.	cache/ajeer-2399.pdf	txt/ajeer-2399.txt