28 Jul 2020
24 Jul 2020
A very first draft introducing "Deep Dynamic Factor Models" (D^2FMs) with Paolo Andreini and @cosimoizzo1 is out on ArXiv:
arxiv.org/abs/2007.11887
1
1
14 May 2020
Nowcasting Monthly GDP with Big Data: a Model Averaging Approach bit.ly/2zzBzVC Tommaso Proietti @Metafraste Alessandro Giovannelli #MixedFrequencyData #DynamicFactorModels #Shrinkage @EconTorVergata @unitorvergata @Notizieincampus
2