Open AccessNon-Stationary Dynamic Factor Models for Large Datasets
Author(s) -
Matteo Barigozzi,
Marco Lippi,
Matteo Luciani
Publication year - 2017
Publication title -
finance and economics discussion series
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2016.024r1
Subject(s) - dynamic factor , estimator , dimension (graph theory) , impulse response , impulse (physics) , mathematics , factor analysis , infinity , econometrics , statistical physics , economics , mathematical analysis , statistics , physics , combinatorics , quantum mechanics
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