Robustness and the general dynamic factor model with infinite-dimensional space : identification, estimation, and forecasting
Carlos Trucíos, João H. G. Mazzeu, Luiz K. Hotta, Pedro L. Valls Pereira, Marc Hallin
| Year of publication: |
2021
|
|---|---|
| Authors: | Trucíos, Carlos ; Mazzeu, João H. G. ; Hotta, Luiz K. ; Pereira, Pedro L. Valls ; Hallin, Marc |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 37.2021, 4, p. 1520-1534
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| Subject: | Dimension reduction | Forecast | General dynamic factor model | Jumps | Large panels | Robustness | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Robustes Verfahren | Robust statistics | Panel | Panel study | Dynamische Wirtschaftstheorie | Economic dynamics | Wirtschaftsindikator | Economic indicator | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2020.09.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013274311