Infinite-dimensional VARs and factor models (Q737936): Difference between revisions

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+Weak and strong cross‐section dependence and estimation of large panels
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+GMM estimation with cross sectional dependence
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+Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components?
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+Forecasting and conditional projection using realistic prior distributions
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+The generalized dynamic factor model consistency and rates
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+Q4807277
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+Global and National Macroeconometric Modelling
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+Q4171478
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+Tests of Conditional Predictive Ability
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+The elements of statistical learning. Data mining, inference, and prediction
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+A spatio-temporal model of house prices in the USA
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+A simple approach to arbitrage pricing theory
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+Q5688853
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+Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
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+ON STATIONARY PROCESSES IN THE PLANE
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+Publication:737936