Choosing a dynamic common factor as a coincident index (Q143760): Difference between revisions

@@ Property / DOI @@
-.1016/j.spl.2015.11.008
@@ Property / DOI: 10.1016/j.spl.2015.11.008 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2015.11.008
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+W2216127434
@@ Property / OpenAlex ID: W2216127434 / rank @@
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@@ Property / cites work @@
+Measuring World Business Cycles
@@ Property / cites work: Measuring World Business Cycles / rank @@
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@@ Property / cites work @@
+Q5045541
@@ Property / cites work: Q5045541 / rank @@
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@@ Property / cites work @@
+COINTEGRATION AND COMMON FACTORS
@@ Property / cites work: COINTEGRATION AND COMMON FACTORS / rank @@
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@@ Property / cites work @@
+The Generalized Dynamic Factor Model
@@ Property / cites work: The Generalized Dynamic Factor Model / rank @@
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+Estimation, Prediction, and Interpolation for Nonstationary Series with the Kalman Filter
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+Factor modeling for high-dimensional time series: inference for the number of factors
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+Testing Statistical Hypotheses
@@ Property / cites work: Testing Statistical Hypotheses / rank @@
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@@ Property / cites work @@
+Nonstationary dynamic factor analysis
@@ Property / cites work: Nonstationary dynamic factor analysis / rank @@
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@@ Property / cites work @@
+Forecasting Using Principal Components From a Large Number of Predictors
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@@ Property / DOI @@
+.1016/J.SPL.2015.11.008
@@ Property / DOI: 10.1016/J.SPL.2015.11.008 / rank @@
+Normal rank