The dynamic factor network model with an application to international trade
DOI10.1016/J.JECONOM.2019.10.007zbMATH Open1456.62275OpenAlexW2989704302WikidataQ126642946 ScholiaQ126642946MaRDI QIDQ2173192FDOQ2173192
Authors: Falk Bräuning, Siem Jan Koopman 
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
Recommendations
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)
Cites Work
- Testing the assumptions behind importance sampling
- Asymptotic Statistics
- Estimation and Prediction for Stochastic Blockstructures
- Finite mixture and Markov switching models.
- Spatial dynamic factor analysis
- Likelihood analysis of non-Gaussian measurement time series
- A simple and efficient simulation smoother for state space time series analysis
- Statistical analysis of network data. Methods and models
- Mixed membership stochastic blockmodels
- Explaining variational approximations
- Title not available (Why is that?)
- Title not available (Why is that?)
- Latent space models for dynamic networks
- Markov chain Monte Carlo. Stochastic simulation for Bayesian inference.
- Convergence of stochastic processes
- Latent Space Approaches to Social Network Analysis
- Bayesian Inference in Econometric Models Using Monte Carlo Integration
- Identification of Endogenous Social Effects: The Reflection Problem
- Grouped patterns of heterogeneity in panel data
- Social and economic networks.
- Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results
- Time series analysis by state space methods.
- Monte Carlo maximum likelihood estimation for non-Gaussian state space models
- An introduction to variational methods for graphical models
- Efficient high-dimensional importance sampling
- A Computationally Practical Simulation Estimator for Panel Data
- The network origins of aggregate fluctuations
- Estimating Trade Flows: Trading Partners and Trading Volumes*
- A survey of sequential Monte Carlo methods for economics and finance
- A state-space mixed membership blockmodel for dynamic network tomography
- Generalized dynamic panel data models with random effects for cross-section and time
- Efficient estimation of probit models with correlated errors
- Likelihood-based dynamic factor analysis for measurement and forecasting
- Dynamic factor models for multivariate count data: an application to stock-market trading activity
- A dynamic network model of the unsecured interbank lending market
Cited In (6)
- Time series modeling on dynamic networks
- Predicting the pattern of international trade in the neoclassical model: a synthesis
- Investigating competition in financial markets: a sparse autologistic model for dynamic network data
- An equilibrium-correction model for dynamic network data
- Factor Content Functions and the Theory of International Trade
- A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market
This page was built for publication: The dynamic factor network model with an application to international trade
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2173192)
