Factor structural time series models for official statistics with an application to hours worked in Germany
Year of publication: |
2015
|
---|---|
Authors: | Weigand, Roland ; Wanger, Susanne ; Zapf, Ines |
Publisher: |
Nürnberg : Institut für Arbeitsmarkt- und Berufsforschung (IAB) |
Subject: | factor model | structural time series | unobserved components | state space model | official statistics | national accounts | missing data | mixed frequencies |
Series: | IAB-Discussion Paper ; 22/2015 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 833599429 [GVK] hdl:10419/121302 [Handle] RePEc:iab:iabdpa:201522 [RePEc] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C32 - Time-Series Models ; C51 - Model Construction and Estimation ; C53 - Forecasting and Other Model Applications ; c58 |
Source: |
-
Weigand, Roland, (2015)
-
Karapanagiotidis, Paul, (2014)
-
Large mixed-frequency VARs with a parsimonious time-varying parameter structure
Götz, Thomas B., (2018)
- More ...
-
Wanger, Susanne, (2014)
-
Wanger, Susanne, (2016)
-
Wanger, Susanne, (2015)
- More ...