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

2020 ◽  
Author(s):  
Caterina Schiavoni ◽  
Franz Palm ◽  
Stephan Smeekes ◽  
Jan van den Brakel
Keyword(s):  
Big Data ◽  
State Space ◽  
Factor Model ◽  
State Space Models ◽  
Dynamic Factor ◽  
Dynamic Factor Model ◽  
Official Statistics ◽  
Model Approach

Forecasting the RES generation in developed and developing countries: a dynamic factor model approach

2018 ◽  
Vol 10 (4) ◽  
pp. 1071-1091
Author(s):  
Antonio A. Romano ◽  
Giuseppe Scandurra ◽  
Alfonso Carfora ◽  
Monica Ronghi
Keyword(s):  
Developing Countries ◽  
Factor Model ◽  
Dynamic Factor ◽  
Dynamic Factor Model ◽  
Model Approach
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