Nonstationary dynamic factor analysis (Q2491853): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Inference of Vector Autoregressive Models With Cointegration and Scalar Components / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: The use of factor analysis in the statistical analysis of multiple time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distribution of eigenvalues in multivariate statistical analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exact likelihood of vector autoregressive-moving average process with missing or aggregated data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Determining the Number of Factors in Approximate Factor Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5737099 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5560061 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A canonical analysis of multiple time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3947020 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On computing the expected Fisher information matrix for state-space model parameters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limiting distributions of least squares estimates of unstable autoregressive processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4139463 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2760417 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Co-Integration and Error Correction: Representation, Estimation, and Testing / rank
 
Normal rank
Property / cites work
 
Property / cites work: COINTEGRATION AND COMMON FACTORS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Algorithm AS 154: An Algorithm for Exact Maximum Likelihood Estimation of Autoregressive-Moving Average Models by Means of Kalman Filtering / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4840212 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Volatility and Links between National Stock Markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Disturbance smoother for state space models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4852355 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Identifying a Simplifying Structure in Time Series / 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: Q3084297 / rank
 
Normal rank
Property / cites work
 
Property / cites work: VECTOR AUTOREGRESSIVE MODELS WITH UNIT ROOTS AND REDUCED RANK STRUCTURE:ESTIMATION. LIKELIHOOD RATIO TEST, AND FORECASTING / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized canonical analysis for time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for Common Trends / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forecasting Using Principal Components From a Large Number of Predictors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrapping State-Space Models: Gaussian Maximum Likelihood Estimation and the Kalman Filter / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5687551 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3468494 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic properties of multivariate nonstationary processes with applications to autoregressions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reduced rank models for multiple time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models / rank
 
Normal rank
Property / cites work
 
Property / cites work: An algorithm for estimating parameters of state-space models / rank
 
Normal rank

Revision as of 15:29, 24 June 2024

scientific article
Language Label Description Also known as
English
Nonstationary dynamic factor analysis
scientific article

    Statements

    Nonstationary dynamic factor analysis (English)
    0 references
    0 references
    0 references
    29 May 2006
    0 references
    canonical correlation
    0 references
    cointegration and common factors
    0 references
    eigenvectors and eigenvalues
    0 references
    generalized covariance matrices
    0 references
    vector time series
    0 references
    Wiener processes
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers