Factor network autoregressions
Matteo Barigozzi, Giuseppe Cavaliere, and Graziano Moramarco
| Year of publication: |
2025
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| Authors: | Barigozzi, Matteo ; Cavaliere, Giuseppe ; Moramarco, Graziano |
| 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. 1105-1118
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| Subject: | Factor models | Networks | Principal components | Tensor decomposition | VAR | Theorie | Theory | Faktorenanalyse | Factor analysis | VAR-Modell | VAR model | Unternehmensnetzwerk | Business network | Dekompositionsverfahren | Decomposition method | Zeitreihenanalyse | Time series analysis | Netzwerk | Network | Soziales Netzwerk | Social network |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2025.2476695 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015543018