Forecasting key macroeconomic variables from a large number of predictors: a state space approach (Q3065521): Difference between revisions

@@ Property / describes a project that uses @@
+Fahrmeir
@@ Property / describes a project that uses: Fahrmeir / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W1986861651
@@ Property / OpenAlex ID: W1986861651 / rank @@
+Normal rank
@@ Property / cites work @@
+Determining the Number of Factors in Approximate Factor Models
+Normal rank
@@ Property / cites work @@
+ESTIMATING LINEAR DYNAMICAL SYSTEMS USING SUBSPACE METHODS
+Normal rank
@@ Property / cites work @@
+Estimating cointegrated systems using subspace algorithms
+Normal rank
@@ Property / cites work @@
+The diffuse Kalman filter
@@ Property / cites work: The diffuse Kalman filter / rank @@
+Normal rank
@@ Property / cites work @@
+Q4139463
@@ Property / cites work: Q4139463 / rank @@
+Normal rank
@@ Property / cites work @@
+A two-step estimator for large approximate dynamic factor models based on Kalman filtering
+Normal rank
@@ Property / cites work @@
+Multivariate statistical modelling based on generalized linear models. With contributions by Wolfgang Hennevogl
+Normal rank
@@ Property / cites work @@
+Q4807277
@@ Property / cites work: Q4807277 / rank @@
+Normal rank
@@ Property / cites work @@
+Forecasting Using Principal Components From a Large Number of Predictors
+Normal rank