Dynamic factor models

Catherine Doz, Peter Fuleky

Year of publication:	[2019]
Authors:	Doz, Catherine ; Fuleky, Peter
Publisher:	Paris : Paris School of Economics
Subject:	dynamic factor models \| big data \| two-step estimation \| time domain \| frequency domain \| structural breaks \| Zeitreihenanalyse \| Time series analysis \| Faktorenanalyse \| Factor analysis \| Strukturbruch \| Structural break \| Schätzung \| Estimation \| Dynamische Wirtschaftstheorie \| Economic dynamics \| Big Data \| Big data \| Prognoseverfahren \| Forecasting model \| Schätztheorie \| Estimation theory

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