A robust procedure to build dynamic factor models with cluster structure Article Swipe

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Andrés M. Alonso , Pedro Galeano , Daniel Peña ·

YOU? · · 2020 · Open Access · · DOI: https://doi.org/10.1016/j.jeconom.2020.01.004

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Outlier Series (stratigraphy) Dynamic factor Factor analysis Cluster (spacecraft) Computer science Econometrics Monte Carlo method Multivariate statistics Dependency (UML) Data mining Estimation Component (thermodynamics) Statistics Mathematics Artificial intelligence Machine learning Engineering Paleontology Systems engineering Biology Thermodynamics Physics Programming language

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Type: article
Language: en
Landing Page: https://doi.org/10.1016/j.jeconom.2020.01.004
OA Status: green
Cited By: 37
References: 50
Related Works: 10
OpenAlex ID: https://openalex.org/W3003783990

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DOI: https://doi.org/10.1016/j.jeconom.2020.01.004

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Title: A robust procedure to build dynamic factor models with cluster structure

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Language: en

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Publication year: 2020

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Publication date: 2020-02-01

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Authors: Andrés M. Alonso, Pedro Galeano, Daniel Peña

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Landing page: https://doi.org/10.1016/j.jeconom.2020.01.004

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Concepts: Outlier, Series (stratigraphy), Dynamic factor, Factor analysis, Cluster (spacecraft), Computer science, Econometrics, Monte Carlo method, Multivariate statistics, Dependency (UML), Data mining, Estimation, Component (thermodynamics), Statistics, Mathematics, Artificial intelligence, Machine learning, Engineering, Paleontology, Systems engineering, Biology, Thermodynamics, Physics, Programming language

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Cited by: 37

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referenced_works_count	50
abstract_inverted_index
cited_by_percentile_year.max	99
cited_by_percentile_year.min	94
countries_distinct_count	1
institutions_distinct_count	3
sustainable_development_goals[0].id	https://metadata.un.org/sdg/9
sustainable_development_goals[0].score	0.4399999976158142
sustainable_development_goals[0].display_name	Industry, innovation and infrastructure
citation_normalized_percentile.value	0.96380683
citation_normalized_percentile.is_in_top_1_percent	False
citation_normalized_percentile.is_in_top_10_percent	True