Dynamic factor models with clustered loadings: Forecasting education flows using unemployment data-Reference-Cited by-同舟云学术

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Dynamic factor models with clustered loadings: Forecasting education flows using unemployment data

Published:2021-10 Issue:4 Volume:37 Page:1426-1441
ISSN:0169-2070
Container-title:International Journal of Forecasting
language:en
Short-container-title:International Journal of Forecasting

Author:

Blasques Francisco,Hoogerkamp Meindert Heres,Koopman Siem Jan,van de Werve Ilka

Funder

Nederlandse Organisatie voor Wetenschappelijk Onderzoek

Publisher

Elsevier BV

Subject

Business and International Management

Reference22 articles.

1. A robust procedure to build dynamic factor models with cluster structure;Alonso;Journal of Econometrics,2020

2. Panel data models with grouped factor structure under unknown group membership;Ando;Journal of Applied Econometrics,2016

3. Determining the number of factors in approximate factor models;Bai;Econometrica,2002

4. On the demographic adjustment of unemployment;Barnichon;Review of Economic Statistics,2018

5. Feasible invertibility conditions and maximum likelihood estimation for observation-driven models;Blasques;Electronic Journal of Statistics,2018

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1. Recurrent double-conditional factor model;OR Spectrum;2024-07-02

2. Nano-integrating green and low-carbon concepts into ideological and political education in higher education institutions through K-means clustering;Heliyon;2024-05

3. A dynamic ensemble approach for multi-step price prediction: Empirical evidence from crude oil and shipping market;Expert Systems with Applications;2023-12

4. Forecasting using dynamic factor models with cluster structure at Barcelona subway stations;Transportation Planning and Technology;2022-11-17

5. Analysis of the employment status of Iranian public universities graduates and the governmental policy using system dynamics approach;SIMULATION;2022-08-29

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