Empirical bayes methods for dynamic factor models
S. J. Koopman, G. Mesters
| Year of publication: |
July 2017
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|---|---|
| Authors: | Koopman, Siem Jan ; Mesters, Geert |
| Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 99.2017, 3, p. 486-498
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| Subject: | Bayes-Statistik | Bayesian inference | Dynamische Ökonometrie | Dynamic econometrics | Faktorenanalyse | Factor analysis | Wirtschaftsprognose | Economic forecast | Theorie | Theory | USA | United States | 1985-2008 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1162/REST_a_00614 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011793537