Stock-Watson dynamic factor models
GPTKB entity
Statements (16)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
statistical analysis
|
| gptkbp:developedBy |
gptkb:Mark_W._Watson
gptkb:James_H._Stock |
| gptkbp:field |
macroeconomics
econometrics |
| gptkbp:firstPublished |
1989
|
| https://www.w3.org/2000/01/rdf-schema#label |
Stock-Watson dynamic factor models
|
| gptkbp:notablePublication |
gptkb:Stock,_J.H._&_Watson,_M.W._(1989)._'New_Indexes_of_Coincident_and_Leading_Economic_Indicators'
|
| gptkbp:purpose |
extract common factors from large datasets
|
| gptkbp:relatedTo |
gptkb:principal_component_analysis
time series analysis dynamic factor model |
| gptkbp:usedFor |
forecasting macroeconomic variables
nowcasting |
| gptkbp:bfsParent |
gptkb:Mark_W._Watson
|
| gptkbp:bfsLayer |
6
|