On the robustness of the general dynamic factor model with infinite-dimensional space : identification, estimation, and forecasting
Carlos Trucíos (São Paulo School of Economics), João H. G. Mazzeu (University of Campinas), Luiz K. Hotta (University of Campinas), Pedro L. Valls Pereira (São Paulo School of Economics), Marc Hallin (ECARES, Université libre de Bruxelles)
| Year of publication: |
[2019]
|
|---|---|
| Authors: | Trucíos, Carlos ; Mazzeu, João H. G. ; Hotta, Luiz K. ; Pereira, Pedro L. Valls ; Hallin, Marc |
| Publisher: |
Brussels, Belgium : ECARES |
| Subject: | Dimension reduction | Forecast | Jumps | Large panels | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Panel | Panel study | Schätztheorie | Estimation theory | Faktorenanalyse | Factor analysis |
freely available
| Extent: | 1 Online-Ressource (circa 41 Seiten) Illustrationen |
|---|---|
| Series: | ECARES working paper. - Brussels, ZDB-ID 2771005-1. - Vol. 2019, 32 (December 2019) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | hdl:2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/298201 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012179660