The following pages link to Editorial: Dynamic factor models (Q2439042):
Displaying 3 items.
- Using principal component analysis to estimate a high dimensional factor model with high-frequency data (Q1676387) (← links)
- Knowing factors or factor loadings, or neither? Evaluating estimators of large covariance matrices with noisy and asynchronous data (Q1739632) (← links)
- Cointegration Detection Using Dynamic Factor Models (Q5451124) (← links)