Linear system challenges of dynamic factor models
Year of publication: |
2022
|
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Authors: | Anderson, Brian D. O. ; Deistler, Manfred ; Lippi, Marco |
Published in: |
Econometrics : open access journal. - Basel : MDPI, ISSN 2225-1146, ZDB-ID 2717594-7. - Vol. 10.2022, 4, Art.-No. 35, p. 1-26
|
Subject: | dynamic factor model | high-dimensional time series | linear systems theory | Zeitreihenanalyse | Time series analysis | Faktorenanalyse | Factor analysis | Dynamische Wirtschaftstheorie | Economic dynamics | Schätztheorie | Estimation theory | Systemtheorie | Systems theory |
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