30 years of cointegration and dynamic factor models forecasting and its future with big data : editorial
Year of publication: |
2021
|
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Authors: | Escribano, Álvaro ; Peña, Daniel ; Ruiz, Esther |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 37.2021, 4, p. 1333-1337
|
Subject: | Big data | Cointegration | Dynamic factor models | Kalman filter | Machine learning | Non-stationary large systems | Principal Components | Prognoseverfahren | Forecasting model | Big Data | Kointegration | Künstliche Intelligenz | Artificial intelligence | Faktorenanalyse | Factor analysis | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model |
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