Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data
F. Blasques, S.J. Koopman, M. Mallee, Z. Zhang
| Year of publication: |
August 2016
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|---|---|
| Authors: | Blasques, Francisco ; Koopman, Siem Jan ; Mallee, Max I. P. ; Zhang, Zhaokun |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 193.2016, 2, p. 405-417
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| Subject: | Asymptotic theory | Kalman filter | Nowcasting | State space | Zustandsraummodell | State space model | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Wirtschaftsprognose | Economic forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2016.04.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011704989