Barigozzi, Matteo (2010) Dynamic factor models for forecasting and structural identification. In: Mini-workshop: semiparametric modelling of multivariate economic time series with chaning dynamics, 2010-01-17 - 2010-01-23.
Full text not available from this repository.Abstract
We consider new empirical applications of factor models, based on recent methodological advances in forecasting and structural analysis. The main idea underlying factor analysis is that a large set of variables can be explained by a small number of latent variables, the factors, which are responsible for all the relevant dynamics.
| Item Type: | Conference or Workshop Item (Paper) |
|---|---|
| Official URL: | http://www.mfo.de/programme/schedule/2010/03c/OWR_... |
| Additional Information: | © 2010 Matteo Barigozzi. Published in Mathematisches Forschunginstitut Oberwolfach Reports 05, 2010. |
| Divisions: | Statistics |
| Subjects: | H Social Sciences > HB Economic Theory |
| Date Deposited: | 07 Jan 2011 10:40 |
| Last Modified: | 15 Sep 2023 08:27 |
| URI: | http://eprints.lse.ac.uk/id/eprint/31128 |
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