Factor extraction in dynamic factor models : Kalman filter versus principal components
Esther Ruiz and Pilar Poncela
| Year of publication: |
2022
|
|---|---|
| Authors: | Ruiz, Esther ; Poncela, Pilar |
| Publisher: |
Boston : now |
| Subject: | Zustandsraummodell | State space model | Faktorenanalyse | Factor analysis | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Prognoseverfahren | Forecasting model |
| Extent: | 115 Seiten Illustrationen |
|---|---|
| Series: | Foundations and trends in econometrics. - Boston, Mass. [u.a.] : now, ISSN 1551-3076, ZDB-ID 2394444-4. - Vol. volume 12, issue 2 (2022) |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 978-1-63828-096-5 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014239837