2 citations · 3 across the 2 of their papers we have counts for
2 papers
stat.AP2021★ 2 cited
A nowcasting approach to generate timely estimates of Mexican economic activity: An application to the period of COVID-19
Francisco Corona, Graciela González-Farías, Jesús López-Pérez
In this paper, we present a new approach based on dynamic factor models (DFMs) to perform nowcasts for the percentage annual variation of the Mexican Global Economic Activity Indic…
stat.ME2020★ 1 cited
Nonparametric Estimation of Functional Dynamic Factor Model
Israel Martínez-Hernández, Jesús Gonzalo, Graciela González-Farías
Data can be assumed to be continuous functions defined on an infinite-dimensional space for many phenomena. However, the infinite-dimensional data might be driven by a small number…