Structural analysis with multivariate autoregressive index models (Q281034): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F15
@@ Property / Mathematics Subject Classification ID: 62F15 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M20
@@ Property / Mathematics Subject Classification ID: 62M20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6578659
@@ Property / zbMATH DE Number: 6578659 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+large datasets
@@ Property / zbMATH Keywords: large datasets / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+multivariate autoregressive index models
@@ Property / zbMATH Keywords: multivariate autoregressive index models / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+reduced rank regressions
@@ Property / zbMATH Keywords: reduced rank regressions / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Bayesian VARs
@@ Property / zbMATH Keywords: Bayesian VARs / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+factor models
@@ Property / zbMATH Keywords: factor models / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+forecasting
@@ Property / zbMATH Keywords: forecasting / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+structural analysis
@@ Property / zbMATH Keywords: structural analysis / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W1898516540
@@ Property / OpenAlex ID: W1898516540 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
+Normal rank
@@ Property / cites work @@
+Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
+Normal rank
@@ Property / cites work @@
+Evaluating latent and observed factors in macroeconomics and finance
+Normal rank
@@ Property / cites work @@
+Consistent autoregressive spectral estimates
@@ Property / cites work: Consistent autoregressive spectral estimates / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling
+Normal rank
@@ Property / cites work @@
+Structural analysis with multivariate autoregressive index models
+Normal rank
@@ Property / cites work @@
+On the Asymptotic Properties of LDU-Based Tests of the Rank of a Matrix
+Normal rank
@@ Property / cites work @@
+Forecasting and conditional projection using realistic prior distributions
+Normal rank
@@ Property / cites work @@
+A two-step estimator for large approximate dynamic factor models based on Kalman filtering
+Normal rank
@@ Property / cites work @@
+Methods for computing marginal data densities from the Gibbs output
+Normal rank
@@ Property / cites work @@
+Q4298922
@@ Property / cites work: Q4298922 / rank @@
+Normal rank
@@ Property / cites work @@
+Inference from iterative simulation using multiple sequences
+Normal rank
@@ Property / cites work @@
+Bayesian stochastic search for VAR model restrictions
+Normal rank
@@ Property / cites work @@
+Q4171478
@@ Property / cites work: Q4171478 / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian reduced rank regression in econometrics
@@ Property / cites work: Bayesian reduced rank regression in econometrics / rank @@
+Normal rank
@@ Property / cites work @@
+Using simulation methods for bayesian econometric models: inference, development,and communication
+Normal rank
@@ Property / cites work @@
+Normalization in Econometrics
@@ Property / cites work: Normalization in Econometrics / rank @@
+Normal rank
@@ Property / cites work @@
+Q5624460
@@ Property / cites work: Q5624460 / rank @@
+Normal rank
@@ Property / cites work @@
+Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Structural Vector Autoregressions With Nonnormal Residuals
+Normal rank
@@ Property / cites work @@
+Structural vector autoregressions with Markov switching
+Normal rank
@@ Property / cites work @@
+Linear transformations of vector ARMA processes
@@ Property / cites work: Linear transformations of vector ARMA processes / rank @@
+Normal rank
@@ Property / cites work @@
+Some results on multivariate autoregressive index models
+Normal rank
@@ Property / cites work @@
+Multivariate reduced-rank regression
@@ Property / cites work: Multivariate reduced-rank regression / rank @@
+Normal rank
@@ Property / cites work @@
+TESTS OF RANK
@@ Property / cites work: TESTS OF RANK / rank @@
+Normal rank
@@ Property / cites work @@
+Forecasting Using Principal Components From a Large Number of Predictors
+Normal rank
@@ Property / cites work @@
+Reduced rank models for multiple time series
@@ Property / cites work: Reduced rank models for multiple time series / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:281034