A dynamic factor model approach to incorporate Big Data in state space models for official statistics-Reference-Cited by-同舟云学术

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A dynamic factor model approach to incorporate Big Data in state space models for official statistics

Published:2020-11-09 Issue:1 Volume:184 Page:324-353
ISSN:0964-1998
Container-title:Journal of the Royal Statistical Society: Series A (Statistics in Society)
language:en
Short-container-title:J R Stat Soc Series A

Author:

Schiavoni Caterina¹²,Palm Franz²,Smeekes Stephan²,van den Brakel Jan¹²

Affiliation:

1. Statistics Netherlands Heerlen The Netherlands

2. Department of Quantitative Economics Maastricht University Maastricht The Netherlands

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/rssa.12626

Reference42 articles.

1. Google Econometrics and Unemployment Forecasting

2. Estimating cross-section common stochastic trends in nonstationary panel data

3. Determining the Number of Factors in Approximate Factor Models

4. Forecasting economic time series using targeted predictors

5. The effects of rotation group bias on estimates from panel surveys;Bailar B.;Journal of the American Statistical Association,1975

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