A dynamic factor model approach to incorporate Big Data in state space models for official statistics

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Authors: Caterina Schiavoni, Franz Palm, Stephan Smeekes, Jan van den Brakel

Journal title: Journal of the Royal Statistical Society: Series A (Statistics in Society)

Journal publisher: Blackwell Publishing Inc.

Published year: 2020

DOI identifier: 10.1111/rssa.12626

ISSN: 0964-1998