Work

Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data

Year: 2016

Type: article

Source: Journal of Econometrics

DOI: 10.1016/j.jeconom.2016.04.014

Authors: F. Blasques, S.J. Koopman, M. Mallee, Z. Zhang

Institutions: Tinbergen Institute, Vrije Universiteit Amsterdam, Aarhus University

Language: English

Topic: Forecasting Techniques and Applications

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

Funder: Danmarks Grundforskningsfond

Award: Center for Research in Econometric Analysis of Time Series (CREATES)

OpenAlex ID: W2383501875

FWCI: 3.289

Cites: 65

Cited by: 20

Related to: 10