Resource title

Dynamic factor models for forecasting and structural identification

Resource image

image for OpenScout resource :: Dynamic factor models for forecasting and structural identification

Resource description

We consider new empirical applications of factor models, based on recent methodological advances in forecasting and structural analysis. The main idea underlying factor analysis is that a large set of variables can be explained by a small number of latent variables, the factors, which are responsible for all the relevant dynamics.

Resource author

Resource publisher

Resource publish date

Resource language

en

Resource content type

Resource resource URL

http://eprints.lse.ac.uk/31128/

Resource license