| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP3271 |
| DP3271 Unforeseen Contingencies | |
| Luca Anderlini; Leonardo Felli; Nabil I. Al-Najjar | |
| 发表日期 | 2002-03-20 |
| 出版年 | 2002 |
| 语种 | 英语 |
| 摘要 | This Paper reviews recent econometric work on factor models in large cross-sections of time series. In this literature, traditional factor analysis is adapted to develop parsimonious estimation methods for high dimension time series models. The review covers problems of consistency and rates ? as the dimension of the cross-section and the time dimension become large ? identification and forecasting. We also review empirical applications on measuring and interpreting business cycles. |
| 主题 | International Macroeconomics |
| 关键词 | Factor analysis Panel data Business cycles |
| URL | https://cepr.org/publications/dp3271 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/532298 |
| 推荐引用方式 GB/T 7714 | Luca Anderlini,Leonardo Felli,Nabil I. Al-Najjar. DP3271 Unforeseen Contingencies. 2002. |
| 条目包含的文件 | 条目无相关文件。 | |||||
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