Choosing a dynamic common factor as a coincident index (Q143760): Difference between revisions

Newer edit →

@@ Property / published in @@
+Statistics \& Probability Letters
@@ Property / published in: Statistics \& Probability Letters / rank @@
+Normal rank
@@ Property / publication date @@
+December 2015Timestamp +2015-12-30T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
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++2015-12-30T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
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@@ Property / publication date: 30 December 2015 / rank @@
+Normal rank
@@ Property / author @@
+Wilmer Martínez
@@ Property / author: Wilmer Martínez / rank @@
+Normal rank
@@ Property / author @@
+Fabio H. Nieto
@@ Property / author: Fabio H. Nieto / rank @@
+Normal rank
@@ Property / author @@
+Pilar Poncela
@@ Property / author: Pilar Poncela / rank @@
+Normal rank
@@ Property / title @@
+Choosing a dynamic common factor as a coincident index (English)
+Normal rank
@@ Property / zbMATH Open document ID @@
+.62292
@@ Property / zbMATH Open document ID: 1384.62292 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H25
@@ Property / Mathematics Subject Classification ID: 62H25 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6524709
@@ Property / zbMATH DE Number: 6524709 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+dynamic common factors
@@ Property / zbMATH Keywords: dynamic common factors / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+coincident indexes
@@ Property / zbMATH Keywords: coincident indexes / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+coincident profile
@@ Property / zbMATH Keywords: coincident profile / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2015.11.008
+Normal rank
@@ Property / OpenAlex ID @@
+W2216127434
@@ Property / OpenAlex ID: W2216127434 / rank @@
+Normal rank
@@ Property / cites work @@
+Measuring World Business Cycles
@@ Property / cites work: Measuring World Business Cycles / rank @@
+Normal rank
@@ Property / cites work @@
+Q5045541
@@ Property / cites work: Q5045541 / rank @@
+Normal rank
@@ Property / cites work @@
+COINTEGRATION AND COMMON FACTORS
@@ Property / cites work: COINTEGRATION AND COMMON FACTORS / rank @@
+Normal rank
@@ Property / cites work @@
+The Generalized Dynamic Factor Model
@@ Property / cites work: The Generalized Dynamic Factor Model / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation, Prediction, and Interpolation for Nonstationary Series with the Kalman Filter
+Normal rank
@@ Property / cites work @@
+Factor modeling for high-dimensional time series: inference for the number of factors
+Normal rank
@@ Property / cites work @@
+Testing Statistical Hypotheses
@@ Property / cites work: Testing Statistical Hypotheses / rank @@
+Normal rank
@@ Property / cites work @@
+Nonstationary dynamic factor analysis
@@ Property / cites work: Nonstationary dynamic factor analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Forecasting Using Principal Components From a Large Number of Predictors
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:143760