We consider a set of minimal identification conditions for dynamic factor models. These conditions have economic interpretations and require fewer restrictions than the static factor framework. Under
This appendix illustrates the process of fitting various parameterisations of the SE1IjR model (M1j) to high-fidelity D1j incidence reports. We mean by parameterisation the decision of categorising mo
The use of a finite mixture of normal distributions in model-based clustering allows to capture non-Gaussian data clusters. However, identifying the clusters from the normal components is challenging
