Pages that link to "Item:Q737936"
From MaRDI portal
The following pages link to Infinite-dimensional VARs and factor models (Q737936):
Displaying 24 items.
- Regularized estimation in sparse high-dimensional time series models (Q127754) (← links)
- A multi-country approach to forecasting output growth using PMIs (Q281037) (← links)
- Consistent noisy independent component analysis (Q302095) (← links)
- On the statistical identification of DSGE models (Q302169) (← links)
- A nonlinear panel data model of cross-sectional dependence (Q469559) (← links)
- Penalized least squares estimation with weakly dependent data (Q525888) (← links)
- On bootstrapping panel factor series (Q528127) (← links)
- Uniform change point tests in high dimension (Q892243) (← links)
- Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models (Q1621309) (← links)
- Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR (Q1656366) (← links)
- Debt dynamics in Europe: a network general equilibrium GVAR approach (Q1657638) (← links)
- Technological leaders, laggards and spillovers: a network GVAR analysis (Q2083588) (← links)
- Lasso guarantees for \(\beta \)-mixing heavy-tailed time series (Q2196212) (← links)
- Variable selection with spatially autoregressive errors: a generalized moments Lasso estimator (Q2297950) (← links)
- Did financial factors matter during the Great Recession? (Q2328506) (← links)
- Consistent factor estimation in dynamic factor models with structural instability (Q2453088) (← links)
- Aggregation in large dynamic panels (Q2511786) (← links)
- Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (Q2516312) (← links)
- Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model (Q2687862) (← links)
- High-dimensional VARs with common factors (Q2688656) (← links)
- ESTIMATION OF AUTOCOVARIANCE MATRICES FOR INFINITE DIMENSIONAL VECTOR LINEAR PROCESS (Q2936573) (← links)
- SIZE, OPENNESS, AND MACROECONOMIC INTERDEPENDENCE (Q2980199) (← links)
- Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit (Q5080585) (← links)
- We modeled long memory with just one lag! (Q6175544) (← links)
