International Journal of Forecasting · 2010 · 267 citations · 36 references
BusinessBusiness EconomicsEconomicsEconometricsForecastingTime Series AnalysisEconomic ForecastingFactor AnalysisFactor ModelsTime Series EconometricsTime Series ForecastingTime Series ModelingLag SpecificationLag Structure ModelingLagged Effect ModelingMacroeconomic Factor ModelsSoft Data ConditioningStatistical Factor ModelsTime-varying Factor Loadings
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Forecasting, Structural Time Series Models and the Kalman Filter
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Macroeconomic Forecasting Using Diffusion Indexes
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Time Series Analysis by State Space Methods
J. Durbin, Siem Jan Koopman · Oxford University Press eBooks · 2012 · 1.5K citations