Dynamic factor models (Q862777): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Inferential Theory for Factor Models of Large Dimensions / 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: Q3947020 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrap Statistical Tests of Rank Determination for System Identification / rank
 
Normal rank
Property / cites work
 
Property / cites work: Funds, Factors, and Diversification in Arbitrage Pricing Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Generalized Dynamic Factor Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: The generalized dynamic factor model consistency and rates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests of Conditional Predictive Ability / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index dataset / rank
 
Normal rank
Property / cites work
 
Property / cites work: Factor-GMM estimation with large sets of possibly weak instruments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forecasting Using Principal Components From a Large Number of Predictors / rank
 
Normal rank

Latest revision as of 12:57, 25 June 2024

scientific article
Language Label Description Also known as
English
Dynamic factor models
scientific article

    Statements

    Dynamic factor models (English)
    0 references
    0 references
    0 references
    24 January 2007
    0 references
    0 references
    0 references
    0 references
    0 references
    principal components
    0 references
    dynamic factors
    0 references
    forecasting
    0 references
    0 references