The dynamic factor network model with an application to international trade

DOI10.1016/J.JECONOM.2019.10.007zbMATH Open1456.62275OpenAlexW2989704302WikidataQ126642946 ScholiaQ126642946MaRDI QIDQ2173192FDOQ2173192

Siem Jan Koopman, Falk Bräuning

Publication date: 22 April 2020

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://research.vu.nl/ws/files/151599449/The_dynamic_factor_network_model_with_an_application_to_international_trade.pdf

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zbMATH Keywords

blockmodelsnetwork analysisinternational tradedynamic factor models

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

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Cited In (3)

• Predicting the pattern of international trade in the neoclassical model: a synthesis
• An equilibrium-correction model for dynamic network data
• Factor Content Functions and the Theory of International Trade

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