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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| English | 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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