A dynamic factor model approach to incorporate big data in state space models for official statistics (Q7034546)

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scientific article; zbMATH DE number 7977572
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    A dynamic factor model approach to incorporate big data in state space models for official statistics
    scientific article; zbMATH DE number 7977572

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      A dynamic factor model approach to incorporate big data in state space models for official statistics (English)
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      31 January 2025
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      factor models
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      Google trends
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      high-dimensional data analysis
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      nowcasting
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      state space
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      unemployment
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