{"id":"https://openalex.org/W4246765270","doi":"https://doi.org/10.2307/j.ctv9hvt42.12","title":"Dynamic Factor Models","display_name":"Dynamic Factor Models","publication_year":2018,"publication_date":"2018-06-05","ids":{"openalex":"https://openalex.org/W4246765270","doi":"https://doi.org/10.2307/j.ctv9hvt42.12"},"language":"en","primary_location":{"id":"doi:10.2307/j.ctv9hvt42.12","doi":"https://doi.org/10.2307/j.ctv9hvt42.12","is_oa":false,"landing_page_url":"https://doi.org/10.2307/j.ctv9hvt42.12","pdf_url":null,"source":{"id":"https://openalex.org/S4306463805","display_name":"Princeton University Press eBooks","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/P4310316492","host_organization_name":"Princeton University Press","host_organization_lineage":["https://openalex.org/P4310316492"],"host_organization_lineage_names":["Princeton University Press"],"type":"ebook platform"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Financial Econometrics","raw_type":"book-chapter"},"volume":{"id":"https://openalex.org/W4250182834","display_name":"Financial Econometrics"},"type":"book-chapter","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.0,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"195","last_page":"218"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.21690000593662262,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.21690000593662262,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T13141","display_name":"Statistical Methods and Applications","score":0.15160000324249268,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T13487","display_name":"Statistical and numerical algorithms","score":0.14980000257492065,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/dynamic-factor-models","display_name":"dynamic factor models","score":0.9959999918937683},{"id":"https://openalex.org/keywords/factor-models","display_name":"factor models","score":0.6499999761581421},{"id":"https://openalex.org/keywords/time-series","display_name":"time series","score":0.621999979019165},{"id":"https://openalex.org/keywords/latent-variables","display_name":"latent variables","score":0.5329999923706055},{"id":"https://openalex.org/keywords/signal-extraction","display_name":"signal extraction","score":0.4259999990463257}],"concepts":[{"id":"https://openalex.org/C2781039887","wikidata":"https://www.wikidata.org/wiki/Q1391724","display_name":"Factor (programming language)","level":2,"score":0.6299638152122498},{"id":"https://openalex.org/C155702961","wikidata":"https://www.wikidata.org/wiki/Q5318975","display_name":"Dynamic factor","level":2,"score":0.5535238981246948},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4407830834388733},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.20262324810028076},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.16280695796012878},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.06354224681854248}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.2307/j.ctv9hvt42.12","doi":"https://doi.org/10.2307/j.ctv9hvt42.12","is_oa":false,"landing_page_url":"https://doi.org/10.2307/j.ctv9hvt42.12","pdf_url":null,"source":{"id":"https://openalex.org/S4306463805","display_name":"Princeton University Press eBooks","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/P4310316492","host_organization_name":"Princeton University Press","host_organization_lineage":["https://openalex.org/P4310316492"],"host_organization_lineage_names":["Princeton University Press"],"type":"ebook platform"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Financial Econometrics","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W3085678836","https://openalex.org/W4248918635","https://openalex.org/W4234255764","https://openalex.org/W3080850050","https://openalex.org/W4253217288","https://openalex.org/W4246754950","https://openalex.org/W4254005761","https://openalex.org/W4255999465","https://openalex.org/W3212703216","https://openalex.org/W4312951822"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-10-10T09:11:00.788812","created_date":"2022-05-12T00:00:00"}
