Likelihood-based dynamic factor analysis for measurement and forecasting
Borus Jungbacker and Siem Jan Koopman
| Year of publication: |
2015
|
|---|---|
| Authors: | Jungbacker, Borus ; Koopman, Siem Jan |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 18.2015, 2, p. 1-21
|
| Subject: | EM algorithm | Kalman filter | Latent factors | Maximum likelihood | State space form | Zustandsraummodell | State space model | Faktorenanalyse | Factor analysis | Theorie | Theory | Prognoseverfahren | Forecasting model | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Zeitreihenanalyse | Time series analysis | Algorithmus | Algorithm | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011378457