Consistency of generalized dynamic principal components in dynamic factor models (Q2273706): Difference between revisions

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+.11286
@@ Property / arXiv ID: 1710.11286 / rank @@
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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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@@ Property / cites work @@
+Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
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+The Generalized Dynamic Factor Model
@@ Property / cites work: The Generalized Dynamic Factor Model / rank @@
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+Dynamic factor models with infinite-dimensional factor spaces: one-sided representations
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+Nonstationary dynamic factor analysis
@@ Property / cites work: Nonstationary dynamic factor analysis / rank @@
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+Forecasting Multiple Time Series With One-Sided Dynamic Principal Components
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+Forecasting Using Principal Components From a Large Number of Predictors
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