Publication:5149179
From MaRDI portal
zbMath1476.62124MaRDI QIDQ5149179
Lucrezia Reichlin, Mario Forni, Marco Lippi, Marc Hallin
Publication date: 6 February 2021
time series; panel data; forecasting; principal components; dynamic factor model; large cross-section
62M20: Inference from stochastic processes and prediction
62H25: Factor analysis and principal components; correspondence analysis
62H12: Estimation in multivariate analysis
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62D20: Causal inference from observational studies
