Dynamic Factor Models

Mathematics

• Factor Dynamic 100%
• Past Decade 50%
• Model Dynamic 50%
• Equilibrium Model 50%
• Reliable Estimate 50%
• Vector Autoregression 50%
• Dynamic Stochastic General Equilibrium 50%

Keyphrases

• Dynamic Factor Model 100%
• Model Dynamics 33%
• Reliable Estimate 33%
• Dynamic Stochastic General Equilibrium Model 33%
• Time-series Observations 33%
• Factor-augmented Vector Autoregression 33%

Economics, Econometrics and Finance

• Factor Model 100%
• Instrumental Variables 33%
• DSGE Model 33%
• Autoregression 33%
• Time Series 33%