scientific article; zbMATH DE number 7307113

zbMath1476.62034MaRDI QIDQ5149178

Mario Forni, Marc Hallin, Marco Lippi, Lucrezia Reichlin

Publication date: 6 February 2021

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

consistency ratesdynamic factor modellarge panelsdynamic principal componentscoincident indicators

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Economic time series analysis (91B84) Causal inference from observational studies (62D20)

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