Periodic dynamic factor models: estimation approaches and applications (Q1711582)
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scientific article; zbMATH DE number 7003246
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| English | Periodic dynamic factor models: estimation approaches and applications |
scientific article; zbMATH DE number 7003246 |
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Periodic dynamic factor models: estimation approaches and applications (English)
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18 January 2019
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dynamic factor model
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periodic vector autoregressive (PVAR) model
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dimension reduction
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adaptive Lasso
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0.7693348526954651
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0.7589360475540161
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0.758884608745575
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