Dynamic factor models : a review of the literature
Year of publication: |
2014
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Authors: | Barhoumi, Karim ; Darné, Olivier ; Ferrara, Laurent |
Published in: |
Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET. - Paris : OECD, ISSN 1729-3618, ZDB-ID 2144649-0. - 2013, 2, p. 73-107
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Subject: | Dynamic factor models | estimation | tests for the number of factors | macroeconomic applications | Dynamische Wirtschaftstheorie | Economic dynamics | Schätztheorie | Estimation theory | Faktorenanalyse | Factor analysis | USA | United States | Schätzung | Estimation | Theorie | Theory |
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Eigenvalue ratio estimators for the number of common factors
Cavicchioli, Maddalena, (2016)
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Doz, Catherine, (2019)
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Dynamic factor models with common (drifting) stochastic trends
Kaufmann, Sylvia, (2024)
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Are disaggregate data useful for factor analysis in forecasting French GDP?
Barhoumi, Karim, (2009)
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Are disaggregate data useful for factor analysis in forecasting French GDP?
Barhoumi, Karim, (2010)
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Testing the number of factors : an empirical assessment for a forecasting purpose
Barhoumi, Karim, (2013)
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