Showing 1 - 10 of 33,252
Persistent link: https://www.econbiz.de/10000843756
Persistent link: https://www.econbiz.de/10000911360
Persistent link: https://www.econbiz.de/10010474801
We introduce a high-dimensional structural time series model, where co-movement between the components is due to common factors. A two-step estimation strategy is presented, which is based on principal components in differences in a first step and state space methods in a second step. The...
Persistent link: https://www.econbiz.de/10011309972
Persistent link: https://www.econbiz.de/10010235565
In 2018, Statistics Netherlands carried out a general benchmark revision of their national accounts statistics. The …
Persistent link: https://www.econbiz.de/10012302040
Persistent link: https://www.econbiz.de/10000505474
Persistent link: https://www.econbiz.de/10000439657
Persistent link: https://www.econbiz.de/10000537002
Persistent link: https://www.econbiz.de/10000692324