A dynamic factor model approach to incorporate Big Data in state space models for official statistics
Caterina Schiavoni, Franz Palm, Stephan Smeekes, Jan van den Brakel
| Year of publication: |
February, 2019
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|---|---|
| Authors: | Schiavoni, Caterina ; Palm, Franz C. ; Smeekes, Stephan ; Brakel, Jan A. van den |
| Publisher: |
The Hague : Statistics Netherlands |
| Subject: | high-dimensional data analysis | state space | factor models | nowcasting | unemployment | Google Trends | Zustandsraummodell | State space model | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Zeitreihenanalyse | Time series analysis |
freely available
| Extent: | 1 Online-Ressource (circa 37 Seiten) Illustrationen |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012174737