Efficient estimation of nonstationary factor models (Q505082): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jspi.2016.10.003 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2147328133 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inferential Theory for Factor Models of Large Dimensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating cross-section common stochastic trends in nonstationary panel data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Panel Data Models With Interactive Fixed Effects / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5475042 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions / rank
 
Normal rank
Property / cites work
 
Property / cites work: INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic factor models / rank
 
Normal rank
Property / cites work
 
Property / cites work: GLS Estimation of Dynamic Factor Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3947020 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: EFFICIENT ESTIMATION OF FACTOR MODELS / rank
 
Normal rank
Property / cites work
 
Property / cites work: OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Generalized Dynamic Factor Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4807277 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests of Conditional Predictive Ability / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic distribution of factor augmented estimators for panel regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index dataset / rank
 
Normal rank
Property / cites work
 
Property / cites work: A parametric estimation method for dynamic factor models of large dimensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4852355 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for a unit root in panels with dynamic factors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forecasting with nonstationary dynamic factor models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonstationary dynamic factor analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiple Time Series Regression with Integrated Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotics for linear processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic panel estimation and homogeneity testing under cross section dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forecasting Using Principal Components From a Large Number of Predictors / rank
 
Normal rank

Latest revision as of 07:19, 13 July 2024

scientific article
Language Label Description Also known as
English
Efficient estimation of nonstationary factor models
scientific article

    Statements

    Efficient estimation of nonstationary factor models (English)
    0 references
    0 references
    0 references
    19 January 2017
    0 references
    factor model
    0 references
    unit root
    0 references
    generalized principal component estimation
    0 references
    feasible generalized principal component estimation
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers