Dynamic Factor Models
| Year of publication: |
2016
|
|---|---|
| Authors: | Breitung, Jörg |
| Other Persons: | Eickmeier, Sandra (contributor) |
| Publisher: |
[2016]: [S.l.] : SSRN |
| Subject: | Faktorenanalyse | Factor analysis | Dynamische Wirtschaftstheorie | Economic dynamics | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | EU-Staaten | EU countries | Stochastischer Prozess | Stochastic process |
| Description of contents: |
Factor models can cope with many variables without running into scarce degrees of freedom
|
freely available
| Extent: | 1 Online-Ressource (40 p) |
|---|---|
| Series: | Bundesbank Series 1 Discussion Paper ; No. 2005,38 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2005 erstellt |
| Other identifiers: | 10.2139/ssrn.2785221 [DOI] |
| Classification: | C13 - Estimation ; C33 - Models with Panel Data ; C51 - Model Construction and Estimation |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012991215