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The framework allows us to handle efficiently and in an automatic manner sets of indicators characterized by different publication delays, frequencies and sample lengths. This can be relevant, for example, for young economies for which many indicators have been compiled only recently. We evaluate the methodology in a Monte Carlo experiment and we apply it to nowcasting of the euro area gross domestic product. Copyright \u00a9 2012 John Wiley &amp; Sons, Ltd.<\/jats:p>","DOI":"10.1002\/jae.2306","type":"journal-article","created":{"date-parts":[[2012,11,12]],"date-time":"2012-11-12T09:15:46Z","timestamp":1352711746000},"page":"133-160","source":"Crossref","is-referenced-by-count":287,"title":["MAXIMUM LIKELIHOOD ESTIMATION OF FACTOR MODELS ON DATASETS WITH ARBITRARY PATTERN OF MISSING DATA"],"prefix":"10.1002","volume":"29","author":[{"given":"Marta","family":"Ba\u0144bura","sequence":"first","affiliation":[{"name":"European Central Bank Frankfurt am Main  Germany"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Michele","family":"Modugno","sequence":"additional","affiliation":[{"name":"ECARES Universit\u00e9 libre de Bruxelles  Belgium"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"311","published-online":{"date-parts":[[2012,11,12]]},"reference":[{"key":"e_1_2_8_2_1","doi-asserted-by":"publisher","DOI":"10.1162\/REST_a_00045"},{"key":"e_1_2_8_3_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jedc.2005.07.010"},{"key":"e_1_2_8_4_1","doi-asserted-by":"publisher","DOI":"10.1111\/1468-0262.00392"},{"key":"e_1_2_8_5_1","doi-asserted-by":"publisher","DOI":"10.1198\/073500106000000413"},{"key":"e_1_2_8_6_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.ijforecast.2010.01.011"},{"key":"e_1_2_8_7_1","doi-asserted-by":"publisher","DOI":"10.1002\/jae.1137"},{"key":"e_1_2_8_8_1","doi-asserted-by":"publisher","DOI":"10.1093\/oxfordhb\/9780195398649.013.0008"},{"key":"e_1_2_8_9_1","doi-asserted-by":"publisher","DOI":"10.1111\/j.1468-0327.2009.00214.x"},{"key":"e_1_2_8_10_1","unstructured":"BeckG HubrichK MarcellinoM.2010.Reconciling disaggregate evidence with macroeconomic models: new evidence from a disaggregate euro area dataset on price\u2010setting. 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