Estimation of common factors under cross-sectional and temporal aggregation constraints (Q2889639)
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scientific article; zbMATH DE number 6043703
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| default for all languages | No label defined |
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| English | Estimation of common factors under cross-sectional and temporal aggregation constraints |
scientific article; zbMATH DE number 6043703 |
Statements
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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0.8760346
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0.8608751
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0.8603873
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0.8513539
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0.8464032
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0.8459625
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0.8448874
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0.84405893
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Estimation of common factors under cross-sectional and temporal aggregation constraints (English)
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