Dynamic factor models
Year of publication: |
2005
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Authors: | Breitung, Jörg ; Eickmeier, Sandra |
Publisher: |
Frankfurt a. M. : Deutsche Bundesbank |
Subject: | Dynamisches Modell | Faktorenanalyse | Zeitreihenanalyse | Prognoseverfahren | Theorie | Schätzung | EU-Staaten | Principal components | dynamic factors | forecasting |
Series: | Discussion Paper Series 1 ; 2005,38 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 504775022 [GVK] hdl:10419/19623 [Handle] RePEc:zbw:bubdp1:4232 [RePEc] |
Classification: | C13 - Estimation ; C33 - Models with Panel Data ; C51 - Model Construction and Estimation |
Source: |
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Breitung, Jörg, (2005)
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Breitung, Jörg, (2006)
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Breitung, Jörg, (2016)
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Eickmeier, Sandra, (2005)
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Testing for structural breaks in dynamic factor models
Breitung, Jörg, (2009)
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Analyzing business and financial cycles using multi-level factor models
Breitung, Jörg, (2014)
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