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Estimate State Space Models in Time Series Econometrics - Using R

This is an assignment that involves the estimation state space models for time series data. The steps outlined briefly below:

1. I have a dataset containing 5 variables: one is in quarterly frequency and the other 4 is in monthly frequency.

2. I have a set of matrices that builds the state space form of a dynamic factor model.

3. I would like to implement this model in R and extract the common factor.

The work would require expertise in state space models, Kalman filters and time series econometrics.

Mainly an advanced knowledge in R would be needed and understanding of KFAS package in R would be desirable.

I am happy to provide more details like a reference document once we begin discussing further.

Looking forward to collaborating!

Beceriler: İstatistik, R Programlama Dili, Ekonomi

Daha fazlasını gör: time series forecasting in r, time series analysis using spss pdf, time series forecasting using deep learning matlab, bayesian time series econometrics, estimate state space model matlab, time series forecasting using holt-winters exponential smoothing, tutorial of time series analysis using eviews pdf, state space model time series, state space models with regime switching pdf, time series forecasting using lstm in r, time series econometrics lecture notes, time series econometrics syllabus, time series econometrics ppt, time series econometrics book, undergraduate time series econometrics, time series analysis using deep learning, time series forecasting using deep learning - matlab, generate quick and accurate time series forecasts using facebook's prophet, time series analysis using pandas in python, multivariate time series forecasting using random forest

İşveren Hakkında:
( 0 değerlendirme ) Zuid-Scharwoude, Netherlands

Proje NO: #32259849

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