Dynamic factor models
Year of publication: |
2020
|
---|---|
Authors: | Doz, Catherine ; Fuleky, Peter |
Published in: |
Macroeconomic forecasting in the era of big data : theory and practice. - Cham, Switzerland : Springer, ISBN 978-3-030-31149-0. - 2020, p. 27-64
|
Subject: | Schätzung | Estimation | Faktorenanalyse | Factor analysis | Dynamische Wirtschaftstheorie | Economic dynamics | Zeitreihenanalyse | Time series analysis |
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