30 years of cointegration and dynamic factor models forecasting and its future with big data : editorial
Alvaro Escribano, Daniel Peña, Esther Ruiz
| 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
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| Subject: | Big data | Cointegration | Dynamic factor models | Kalman filter | Machine learning | Non-stationary large systems | Principal Components | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Big Data | Kointegration | Zustandsraummodell | State space model | Faktorenanalyse | Factor analysis | Künstliche Intelligenz | Artificial intelligence |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2021.06.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013274271