scientific article; zbMATH DE number 7307120

zbMATH Open1476.62254MaRDI QIDQ5149186

Antonello D'Agostino, Domenico Giannone

Publication date: 6 February 2021

Title of this publication is not available (Why is that?)

zbMATH Keywords

forecastingfactor modelslarge cross-section

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Causal inference from observational studies (62D20)

Related Items (1)

OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS

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