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 journal › Article › Academic › peer-review

1 Working paper

1 results

2019
A dynamic factor model approach to incorporate Big Data in state space models for official statistics
Schiavoni, C., Palm, F., Smeekes, S. & van den Brakel, J., 31 Jan 2019, Cornell University - arXiv, (arXiv.org; No. 1901.11355).
Research output: Working paper / Preprint › Working paper

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