{"id":"https://openalex.org/W1494737066","doi":"https://doi.org/10.23919/ecc.2009.7074569","title":"Generalized linear dynamic factor models - An approach via singular autoregressions","display_name":"Generalized linear dynamic factor models - An approach via singular autoregressions","publication_year":2009,"publication_date":"2009-08-01","ids":{"openalex":"https://openalex.org/W1494737066","doi":"https://doi.org/10.23919/ecc.2009.7074569","mag":"1494737066"},"language":"en","primary_location":{"id":"doi:10.23919/ecc.2009.7074569","is_oa":false,"landing_page_url":"https://doi.org/10.23919/ecc.2009.7074569","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2009 European Control Conference (ECC)","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://openresearch-repository.anu.edu.au/bitstreams/e28eacd6-2c99-432c-a5ff-19f6aea59fec/download","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5056868581","display_name":"Alexander Filler","orcid":null},"institutions":[{"id":"https://openalex.org/I102248843","display_name":"Vienna University of Economics and Business","ror":"https://ror.org/03yn8s215","country_code":"AT","type":"education","lineage":["https://openalex.org/I102248843"]},{"id":"https://openalex.org/I129774422","display_name":"University of Vienna","ror":"https://ror.org/03prydq77","country_code":"AT","type":"education","lineage":["https://openalex.org/I129774422"]},{"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":"A. Filler","raw_affiliation_strings":["Department of Business Studies, University of Vienna, Vienna, Austria","Department of Mathematical Methods in Economics, Vienna University of Technology, Vienna, Austria"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Business Studies, University of Vienna, Vienna, Austria","institution_ids":["https://openalex.org/I102248843","https://openalex.org/I129774422"]},{"raw_affiliation_string":"Department of Mathematical Methods in Economics, Vienna University of Technology, Vienna, Austria","institution_ids":["https://openalex.org/I145847075"]}]},{"author_position":"middle","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, Vienna University of Technology, Vienna, Austria"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematical Methods in Economics, Vienna University of Technology, Vienna, Austria","institution_ids":["https://openalex.org/I145847075"]}]},{"author_position":"middle","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":false,"raw_author_name":"B.D.O. Anderson","raw_affiliation_strings":["Research School of Information Sciences and Engineering, Australian National University, Canberra, Australia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Research School of Information Sciences and Engineering, Australian National University, Canberra, Australia","institution_ids":["https://openalex.org/I118347636"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5008217134","display_name":"Ch. Zinner","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Ch. Zinner","raw_affiliation_strings":["Group of Market Risk, BAWAG P.S.K., Vienna, Austria"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Group of Market Risk, BAWAG P.S.K., Vienna, Austria","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5088628083","display_name":"W. Chen","orcid":null},"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":false,"raw_author_name":"W. Chen","raw_affiliation_strings":["Research School of Information Sciences and Engineering, Australian National University, Canberra, Australia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Research School of Information Sciences and Engineering, Australian National University, Canberra, Australia","institution_ids":["https://openalex.org/I118347636"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":4,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":true,"cited_by_count":6,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"1203","last_page":"1208"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T13487","display_name":"Statistical and numerical algorithms","score":0.9616000056266785,"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"}},"topics":[{"id":"https://openalex.org/T13487","display_name":"Statistical and numerical algorithms","score":0.9616000056266785,"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"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.953499972820282,"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/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9217000007629395,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5820533037185669},{"id":"https://openalex.org/keywords/factor","display_name":"Factor (programming language)","score":0.5061635375022888},{"id":"https://openalex.org/keywords/dynamic-factor","display_name":"Dynamic factor","score":0.44546735286712646},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4117785096168518},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.2765619158744812},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.2700154781341553}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5820533037185669},{"id":"https://openalex.org/C2781039887","wikidata":"https://www.wikidata.org/wiki/Q1391724","display_name":"Factor (programming language)","level":2,"score":0.5061635375022888},{"id":"https://openalex.org/C155702961","wikidata":"https://www.wikidata.org/wiki/Q5318975","display_name":"Dynamic factor","level":2,"score":0.44546735286712646},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4117785096168518},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2765619158744812},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.2700154781341553},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.23919/ecc.2009.7074569","is_oa":false,"landing_page_url":"https://doi.org/10.23919/ecc.2009.7074569","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2009 European Control Conference (ECC)","raw_type":"proceedings-article"},{"id":"pmh:oai:openresearch-repository.anu.edu.au:1885/54280","is_oa":true,"landing_page_url":"http://hdl.handle.net/1885/54280","pdf_url":"https://openresearch-repository.anu.edu.au/bitstreams/e28eacd6-2c99-432c-a5ff-19f6aea59fec/download","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 the European Control Conference (ECC 2009)","raw_type":"Conference paper"}],"best_oa_location":{"id":"pmh:oai:openresearch-repository.anu.edu.au:1885/54280","is_oa":true,"landing_page_url":"http://hdl.handle.net/1885/54280","pdf_url":"https://openresearch-repository.anu.edu.au/bitstreams/e28eacd6-2c99-432c-a5ff-19f6aea59fec/download","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 the European Control Conference (ECC 2009)","raw_type":"Conference paper"},"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/10","display_name":"Reduced inequalities","score":0.6299999952316284}],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W1494737066.pdf","grobid_xml":"https://content.openalex.org/works/W1494737066.grobid-xml"},"referenced_works_count":25,"referenced_works":["https://openalex.org/W600061617","https://openalex.org/W1558252355","https://openalex.org/W1900421358","https://openalex.org/W1978409019","https://openalex.org/W1991135386","https://openalex.org/W1997301146","https://openalex.org/W2003929250","https://openalex.org/W2005613936","https://openalex.org/W2006345955","https://openalex.org/W2029893101","https://openalex.org/W2038601479","https://openalex.org/W2041001113","https://openalex.org/W2079036145","https://openalex.org/W2079563517","https://openalex.org/W2086742230","https://openalex.org/W2089155713","https://openalex.org/W2103358330","https://openalex.org/W2138930291","https://openalex.org/W2549568718","https://openalex.org/W2798813531","https://openalex.org/W3020890247","https://openalex.org/W3123062862","https://openalex.org/W3125070724","https://openalex.org/W3125250237","https://openalex.org/W3165701158"],"related_works":["https://openalex.org/W4391375266","https://openalex.org/W2748952813","https://openalex.org/W2390279801","https://openalex.org/W2358668433","https://openalex.org/W4396701345","https://openalex.org/W2562431763","https://openalex.org/W2129535513","https://openalex.org/W2949793032","https://openalex.org/W4362452401","https://openalex.org/W3170599576"],"abstract_inverted_index":{"We":[0,30],"consider":[1],"generalized":[2],"linear":[3],"dynamic":[4],"factor":[5],"models.":[6],"These":[7],"models":[8],"have":[9],"been":[10],"developed":[11],"recently":[12],"and":[13,60],"they":[14],"are":[15,52,65],"used":[16,66],"for":[17,67],"high":[18],"dimensional":[19],"time":[20],"series":[21],"in":[22,44],"order":[23],"to":[24],"overcome":[25],"the":[26,38,45,49],"\u201ccurse":[27],"of":[28],"dimensionality\u201d.":[29],"present":[31],"a":[32,55],"structure":[33],"theory":[34],"with":[35],"emphasis":[36],"on":[37],"zeroless":[39],"case,":[40],"which":[41],"is":[42],"generic":[43],"setting":[46],"considered.":[47],"Accordingly":[48],"latent":[50],"variables":[51],"modeled":[53],"as":[54],"possibly":[56],"singular":[57],"autoregressive":[58],"process":[59],"(generalized)":[61],"Yule":[62],"Walker":[63],"equations":[64],"parameter":[68],"estimation.":[69]},"counts_by_year":[{"year":2022,"cited_by_count":1},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":1}],"updated_date":"2026-07-14T23:27:15.235271","created_date":"2025-10-10T00:00:00"}