Dynamic factor models (Q862777): Difference between revisions

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-.1007/s10182-006-0219-z
@@ Property / DOI: 10.1007/s10182-006-0219-z / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1007/s10182-006-0219-z
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+W3124997844
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@@ Property / cites work @@
+Inferential Theory for Factor Models of Large Dimensions
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+Determining the Number of Factors in Approximate Factor Models
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+Q3947020
@@ Property / cites work: Q3947020 / rank @@
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+Bootstrap Statistical Tests of Rank Determination for System Identification
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+Funds, Factors, and Diversification in Arbitrage Pricing Models
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+OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
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+The Generalized Dynamic Factor Model
@@ Property / cites work: The Generalized Dynamic Factor Model / rank @@
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+The generalized dynamic factor model consistency and rates
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+Tests of Conditional Predictive Ability
@@ Property / cites work: Tests of Conditional Predictive Ability / rank @@
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+A note on modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index dataset
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+Factor-GMM estimation with large sets of possibly weak instruments
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+Forecasting Using Principal Components From a Large Number of Predictors
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@@ Property / DOI @@
+.1007/S10182-006-0219-Z
@@ Property / DOI: 10.1007/S10182-006-0219-Z / rank @@
+Normal rank