Bayesian dynamic matrix factor models
Lei Qin, Yinzhi Wang, Yingqiu Zhu, and Ben-Chang Shia
| Year of publication: |
2025
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| Authors: | Qin, Lei ; Wang, Yinzhi ; Zhu, Yingqiu ; Shia, Ben-Chang |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 43.2025, 4, p. 1170-1182
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| Subject: | Bayesian algorithm | Dynamic factor model | Matrix time series | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis | Faktorenanalyse | Factor analysis | Lineare Algebra | Linear algebra | Dynamische Wirtschaftstheorie | Economic dynamics | Algorithmus | Algorithm | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2025.2486008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015543126