A robust procedure to build dynamic factor models with cluster structure
Andrés M. Alonso, Pedro Galeano, Daniel Peña
| Year of publication: |
2020
|
|---|---|
| Authors: | Alonso, Andrés M. ; Galeano, Pedro ; Peña, Daniel |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 216.2020, 1, p. 35-52
|
| Subject: | Clustering time series | Dependency measures | Multivariate additive outliers | Multivariate level shifts | Principal components | Zeitreihenanalyse | Time series analysis | Clusteranalyse | Cluster analysis | Theorie | Theory | Multivariate Analyse | Multivariate analysis | Faktorenanalyse | Factor analysis | Regionales Cluster | Regional cluster |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.01.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012439635