srlanalytics / bdfm

Bayesian dynamic factor model estimation and predictive statistics including nowcasting and forecasting
MIT License
5 stars 6 forks source link

Literature Links #87

Open christophsax opened 5 years ago

christophsax commented 5 years ago

From your book and from the documentation, I am missing some proper citations of the methods. What kind of Bayesian algorithm are we using? On what work is it building? What is our own development.

Perhaps we we could a bit more on that.