Dynamic Factor Models
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Publication:5119540
DOI10.1108/S0731-9053201635zbMath1461.62007OpenAlexW4243076773MaRDI QIDQ5119540
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Publication date: 30 August 2020
Published in: Advances in Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1108/s0731-9053201635
Applications of statistics to economics (62P20) Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to actuarial sciences and financial mathematics (62P05) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)
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