Dynamic factor analysis for short panels: estimating performance trajectories for water utilities

DOI10.1007/s10260-017-0394-yzbMath1387.62123OpenAlexW659013833MaRDI QIDQ1742849

Yorghos Tripodis, Nikolaos Zirogiannis

Publication date: 12 April 2018

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://ageconsearch.umn.edu/record/170592/files/AAEA_2014_paper.pdf

zbMATH Keywords

EM algorithmpanel datastate-space modelsdynamic factor modelswater utilities

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)

Uses Software

• SsfPack

Cites Work

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