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A dynamic factor model approach to incorporate Big Data in state space models for official statistics
Schiavoni, Caterina; Palm, Franz C.; Smeekes, Stephan; … - 2019
Persistent link: https://www.econbiz.de/10012174737
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A dynamic factor model approach to incorporate big data in state space models for official statistics
Schiavoni, Caterina; Palm, Franz C.; Smeekes, Stephan; … - 2020
Persistent link: https://www.econbiz.de/10012174830
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Time-varying state correlations in state space models and their estimation via indirect inference
Schiavoni, Caterina; Koopman, Siem Jan; Palm, Franz C.; … - 2021
Persistent link: https://www.econbiz.de/10012436055