Factor Models for Large and Incomplete Data Sets with Unknown Group Structure
The article proposes a new technique for managing large economic time series databases, which performs better than the standard expectation-maximization algorithm, especially with grouped factor structure data.
Featured in No. 7 on 12 Jul 2023 · on release day
- Released
- 12 Jul 2023
- First featured
- No. 7 · 12 Jul 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 14
- Identifier
- RePEc:eee:intfor:v:39:y:2023:i:3:p:1205-1220
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