Hidden factor estimation in dynamic generalized factor analysis models (Q2681371): Difference between revisions

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-.1016/j.automatica.2022.110834
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+Modeling Complex Systems by Generalized Factor Analysis
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+Funds, Factors, and Diversification in Arbitrage Pricing Models
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+Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
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+Latent variable graphical model selection via convex optimization
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+Generalized linear dynamic factor models: an approach via singular autoregressions
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+A two-step estimator for large approximate dynamic factor models based on Kalman filtering
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+The generalized dynamic factor model consistency and rates
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+The Generalized Dynamic Factor Model
@@ Property / cites work: The Generalized Dynamic Factor Model / rank @@
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+Q4807277
@@ Property / cites work: Q4807277 / rank @@
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+Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics
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+Q3219650
@@ Property / cites work: Q3219650 / rank @@
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+A parametric estimation method for dynamic factor models of large dimensions
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+Linear Stochastic Systems
@@ Property / cites work: Linear Stochastic Systems / rank @@
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@@ Property / DOI @@
+.1016/J.AUTOMATICA.2022.110834
@@ Property / DOI: 10.1016/J.AUTOMATICA.2022.110834 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:2681371