{"id":"https://openalex.org/W2138930291","doi":"https://doi.org/10.1109/cdc.2008.4739367","title":"Generalized linear dynamic factor models - a structure theory","display_name":"Generalized linear dynamic factor models - a structure theory","publication_year":2008,"publication_date":"2008-01-01","ids":{"openalex":"https://openalex.org/W2138930291","doi":"https://doi.org/10.1109/cdc.2008.4739367","mag":"2138930291"},"language":"en","primary_location":{"id":"doi:10.1109/cdc.2008.4739367","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cdc.2008.4739367","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2008 47th IEEE Conference on Decision and Control","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5015736743","display_name":"Brian D. O. Anderson","orcid":"https://orcid.org/0000-0002-1493-4774"},"institutions":[{"id":"https://openalex.org/I118347636","display_name":"Australian National University","ror":"https://ror.org/019wvm592","country_code":"AU","type":"education","lineage":["https://openalex.org/I118347636"]}],"countries":["AU"],"is_corresponding":true,"raw_author_name":"B.D.O. Anderson","raw_affiliation_strings":["Department of Information Engineering, Australian National University, Canberra, Australia","[Department of Information Engineering, Australian National University, Canberra, ACT, Australia]"],"affiliations":[{"raw_affiliation_string":"Department of Information Engineering, Australian National University, Canberra, Australia","institution_ids":["https://openalex.org/I118347636"]},{"raw_affiliation_string":"[Department of Information Engineering, Australian National University, Canberra, ACT, Australia]","institution_ids":["https://openalex.org/I118347636"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5087072346","display_name":"Manfred Deistler","orcid":"https://orcid.org/0000-0003-3949-6229"},"institutions":[{"id":"https://openalex.org/I145847075","display_name":"TU Wien","ror":"https://ror.org/04d836q62","country_code":"AT","type":"education","lineage":["https://openalex.org/I145847075"]}],"countries":["AT"],"is_corresponding":false,"raw_author_name":"M. Deistler","raw_affiliation_strings":["Department of Mathematical Methods in Economics, University of Technology, Vienna, Vienna, Austria","Dept. of Math. Methods in Econ., Vienna Univ. of Technol., Vienna, Austria"],"affiliations":[{"raw_affiliation_string":"Department of Mathematical Methods in Economics, University of Technology, Vienna, Vienna, Austria","institution_ids":["https://openalex.org/I145847075"]},{"raw_affiliation_string":"Dept. of Math. Methods in Econ., Vienna Univ. of Technol., Vienna, Austria","institution_ids":["https://openalex.org/I145847075"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5015736743"],"corresponding_institution_ids":["https://openalex.org/I118347636"],"apc_list":null,"apc_paid":null,"fwci":11.289,"has_fulltext":false,"cited_by_count":56,"citation_normalized_percentile":{"value":0.97926706,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":99},"biblio":{"volume":null,"issue":null,"first_page":"1980","last_page":"1985"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9848999977111816,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"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/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9848999977111816,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"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/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9667999744415283,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"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/T13487","display_name":"Statistical and numerical algorithms","score":0.9192000031471252,"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","display_name":"Dynamic factor","score":0.7871476411819458},{"id":"https://openalex.org/keywords/curse-of-dimensionality","display_name":"Curse of dimensionality","score":0.7235897183418274},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.683556079864502},{"id":"https://openalex.org/keywords/multivariate-statistics","display_name":"Multivariate statistics","score":0.6139218807220459},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4931449294090271},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.481473833322525},{"id":"https://openalex.org/keywords/factor","display_name":"Factor (programming language)","score":0.46254393458366394},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.45600685477256775},{"id":"https://openalex.org/keywords/factor-analysis","display_name":"Factor analysis","score":0.44300028681755066},{"id":"https://openalex.org/keywords/linear-model","display_name":"Linear model","score":0.42454737424850464},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.42021363973617554},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.30452579259872437},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.1845880150794983},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.12271526455879211}],"concepts":[{"id":"https://openalex.org/C155702961","wikidata":"https://www.wikidata.org/wiki/Q5318975","display_name":"Dynamic factor","level":2,"score":0.7871476411819458},{"id":"https://openalex.org/C111030470","wikidata":"https://www.wikidata.org/wiki/Q1430460","display_name":"Curse of dimensionality","level":2,"score":0.7235897183418274},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.683556079864502},{"id":"https://openalex.org/C161584116","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate statistics","level":2,"score":0.6139218807220459},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4931449294090271},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.481473833322525},{"id":"https://openalex.org/C2781039887","wikidata":"https://www.wikidata.org/wiki/Q1391724","display_name":"Factor (programming language)","level":2,"score":0.46254393458366394},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.45600685477256775},{"id":"https://openalex.org/C10879293","wikidata":"https://www.wikidata.org/wiki/Q726474","display_name":"Factor analysis","level":2,"score":0.44300028681755066},{"id":"https://openalex.org/C163175372","wikidata":"https://www.wikidata.org/wiki/Q3339222","display_name":"Linear model","level":2,"score":0.42454737424850464},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.42021363973617554},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.30452579259872437},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.1845880150794983},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.12271526455879211},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1109/cdc.2008.4739367","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cdc.2008.4739367","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2008 47th IEEE Conference on Decision and Control","raw_type":"proceedings-article"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.548.14","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.548.14","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://www.eief.it/files/2008/11/gldfm-1.pdf","raw_type":"text"},{"id":"pmh:oai:openresearch-repository.anu.edu.au:1885/56247","is_oa":false,"landing_page_url":"http://hdl.handle.net/1885/56247","pdf_url":null,"source":{"id":"https://openalex.org/S4306402539","display_name":"ANU Open Research (Australian National University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I118347636","host_organization_name":"Australian National University","host_organization_lineage":["https://openalex.org/I118347636"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Proceedings of IEEE Conference on Decision and Control 2008","raw_type":"Conference paper"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.5699999928474426,"display_name":"Decent work and economic growth","id":"https://metadata.un.org/sdg/8"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":22,"referenced_works":["https://openalex.org/W1558252355","https://openalex.org/W1900421358","https://openalex.org/W1978409019","https://openalex.org/W1986702452","https://openalex.org/W1991135386","https://openalex.org/W1991747434","https://openalex.org/W2003929250","https://openalex.org/W2005613936","https://openalex.org/W2006345955","https://openalex.org/W2016547905","https://openalex.org/W2038601479","https://openalex.org/W2041001113","https://openalex.org/W2071071136","https://openalex.org/W2079563517","https://openalex.org/W2162328283","https://openalex.org/W2325993455","https://openalex.org/W2798813531","https://openalex.org/W3123062862","https://openalex.org/W3125070724","https://openalex.org/W3165701158","https://openalex.org/W6795983500","https://openalex.org/W6889801217"],"related_works":["https://openalex.org/W3123219359","https://openalex.org/W2142896437","https://openalex.org/W3125209858","https://openalex.org/W2152481464","https://openalex.org/W3146396974","https://openalex.org/W2183346404","https://openalex.org/W2589952369","https://openalex.org/W3125309971","https://openalex.org/W2247752362","https://openalex.org/W3121311741"],"abstract_inverted_index":{"In":[0],"this":[1],"paper":[2],"we":[3],"present":[4],"a":[5,25],"structure":[6],"theory":[7],"for":[8,53],"generalized":[9],"linear":[10],"dynamic":[11],"factor":[12],"models":[13],"(GDFM\u00bfs).":[14],"Emphasis":[15],"is":[16],"laid":[17],"on":[18],"the":[19,29,40],"so-called":[20],"zeroless":[21],"case.":[22],"GDFM\u00bfs":[23],"provide":[24],"way":[26],"of":[27,31],"overcoming":[28],"\u00bfcurse":[30],"dimensionality\u00bf":[32],"plaguing":[33],"multivariate":[34],"time":[35,42,57],"series":[36,43],"modelling,":[37],"provided":[38],"that":[39],"single":[41],"are":[44,47],"similar.":[45],"They":[46],"used":[48],"in":[49],"modelling":[50],"and":[51,55],"forecasting":[52],"financial":[54],"macroeconomic":[56],"series.":[58]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":3},{"year":2022,"cited_by_count":6},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":4},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":3},{"year":2016,"cited_by_count":4},{"year":2015,"cited_by_count":2},{"year":2014,"cited_by_count":7},{"year":2013,"cited_by_count":5},{"year":2012,"cited_by_count":2}],"updated_date":"2026-04-05T17:49:38.594831","created_date":"2025-10-10T00:00:00"}
