Structural analysis with multivariate autoregressive index models (Q281034): Difference between revisions

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+Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
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+Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
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+Evaluating latent and observed factors in macroeconomics and finance
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+Consistent autoregressive spectral estimates
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+Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling
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+Structural analysis with multivariate autoregressive index models
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+On the Asymptotic Properties of LDU-Based Tests of the Rank of a Matrix
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+Forecasting and conditional projection using realistic prior distributions
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+A two-step estimator for large approximate dynamic factor models based on Kalman filtering
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+Methods for computing marginal data densities from the Gibbs output
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+Q4298922
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+Inference from iterative simulation using multiple sequences
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+Bayesian stochastic search for VAR model restrictions
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+Q4171478
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+Bayesian reduced rank regression in econometrics
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+Using simulation methods for bayesian econometric models: inference, development,and communication
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+Normalization in Econometrics
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+Q5624460
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+Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
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+Structural Vector Autoregressions With Nonnormal Residuals
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+Structural vector autoregressions with Markov switching
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+Linear transformations of vector ARMA processes
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+Some results on multivariate autoregressive index models
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+Multivariate reduced-rank regression
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+TESTS OF RANK
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+Forecasting Using Principal Components From a Large Number of Predictors
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+Reduced rank models for multiple time series
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