Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification (Q1740344)
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scientific article; zbMATH DE number 7049091
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| English | Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification |
scientific article; zbMATH DE number 7049091 |
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Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification (English)
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30 April 2019
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ex-post processing
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factor interpretation
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large dataset
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factor order permutation
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rotation
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0.87654144
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0.8725496
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0.86786616
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0.8676873
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0.8657188
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0.8637275
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0.8632394
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0.8604872
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