scientific article; zbMATH DE number 7307117

zbMath1476.62259MaRDI QIDQ5149182

Roman Liška, Marc Hallin

Publication date: 6 February 2021

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

zbMATH Keywords

information criteriondynamic factor modeldynamic principal components

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) Statistical aspects of information-theoretic topics (62B10)

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