Top Tweets for #DynamicFactorModels
A very first draft introducing "Deep Dynamic Factor Models" (D^2FMs) with Paolo Andreini and @cosimoizzo1 is out on ArXiv:
https://t.co/M3yu8VOETh
Nowcasting Monthly GDP with Big Data: a Model Averaging Approach https://t.co/XxOvGveywr Tommaso Proietti @Metafraste Alessandro Giovannelli #MixedFrequencyData #DynamicFactorModels #Shrinkage @EconTorVergata @unitorvergata @Notizieincampus
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