Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints (Q2889639)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints |
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Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints (English)
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8 June 2012
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dynamic factor models
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EM algorithm
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nonlinear state space models
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temporal disaggregation
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nonlinear smoothing
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monthly GDP
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chain-linking
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