Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification
type: Item
instance of: scholarly article
title: Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification
zbMATH Open document ID: 1452.62411
author: Sylvia Kaufmann
author: Christian Schumacher
published in: Journal of Econometrics
publication date: 2019-04-30T00:00:00Z
Mathematics Subject Classification ID: 62H25
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 7049091
zbMATH Keywords: ex-post processing
zbMATH Keywords: factor interpretation
zbMATH Keywords: large dataset
zbMATH Keywords: factor order permutation
zbMATH Keywords: rotation
MaRDI profile type: Publication
full work available at URL: j.jeconom.2018.11.008
OpenAlex ID: W2900466660
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Wikidata QID: Q128991133
DOI: 10.1016/J.JECONOM.2018.11.008
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description: scientific article; zbMATH DE number 7049091