Factor models for large and incomplete data sets with unknown group structure
Year of publication: |
2023
|
---|---|
Authors: | Camacho, Maximo ; López-Buenache, Germán |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 39.2023, 3, p. 1205-1220
|
Subject: | Big data | Business cycles | Clustering | Factor models | Forecasting | Missing data | Faktorenanalyse | Factor analysis | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Big Data | Frühindikator | Leading indicator |
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