A dynamic factor model approach to incorporate Big Data in state space models for official statistics

Caterina Schiavoni*, Franz Palm, Stephan Smeekes, Jan van den Brakel

*Corresponding author for this work

Research output: Contribution to journalArticleAcademicpeer-review

Fingerprint

Dive into the research topics of 'A dynamic factor model approach to incorporate Big Data in state space models for official statistics'. Together they form a unique fingerprint.

Keyphrases

INIS

Social Sciences

Economics, Econometrics and Finance