Nowcasting GDP Using Dynamic Factor Model with Unknown Number of Factors and Stochastic Volatility: A Bayesian Approach

2021 ◽  
Author(s):  
Yixiao Zhang ◽  
Cindy L. Yu ◽  
Haitao Li
Keyword(s):  
Stochastic Volatility ◽  
Bayesian Approach ◽  
Factor Model ◽  
Dynamic Factor ◽  
Dynamic Factor Model ◽  
Unknown Number ◽  
Number Of Factors

Dynamic factor model for network traffic state forecast

2018 ◽  
Vol 118 ◽  
pp. 281-317 ◽  
Author(s):  
Tao Ma ◽  
Zhou Zhou ◽  
Constantinos Antoniou
Keyword(s):  
Network Traffic ◽  
Factor Model ◽  
Dynamic Factor ◽  
Dynamic Factor Model ◽  
Traffic State
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