Pages that link to "Item:Q5754859"

The following pages link to The Generalized Dynamic Factor Model (Q5754859):

Displaying 46 items.

• Rank determination in tensor factor model (Q2136659) (← links)
• Inference in latent factor regression with clusterable features (Q2137004) (← links)
• GARCH-type factor model (Q2140876) (← links)
• A dynamic factor model with stylized facts to forecast volatility for an optimal portfolio (Q2163718) (← links)
• A fragmented-periodogram approach for clustering big data time series (Q2183658) (← links)
• Consistent estimation of high-dimensional factor models when the factor number is over-estimated (Q2192324) (← links)
• Data science, big data and statistics (Q2273155) (← links)
• Consistency of generalized dynamic principal components in dynamic factor models (Q2273706) (← links)
• On testing for high-dimensional white noise (Q2284378) (← links)
• A robust procedure to build dynamic factor models with cluster structure (Q2305973) (← links)
• Dynamic factor models with infinite-dimensional factor spaces: one-sided representations (Q2343813) (← links)
• On the Marčenko-Pastur law for linear time series (Q2343959) (← links)
• Dynamic factor models with infinite-dimensional factor space: asymptotic analysis (Q2397725) (← links)
• Inferences in panel data with interactive effects using large covariance matrices (Q2398975) (← links)
• Chinese Divisia monetary index and GDP nowcasting (Q2416229) (← links)
• Inflation dynamics of franc-zone countries determinants, co-movements and spatial interactions (Q2416308) (← links)
• On the penalized maximum likelihood estimation of high-dimensional approximate factor model (Q2418076) (← links)
• Determining the MSE-optimal cross section to forecast (Q2440386) (← links)
• Spectral decompositions of multiple time series: a Bayesian non-parametric approach (Q2443320) (← links)
• Random matrix theory in statistics: a review (Q2453609) (← links)
• Forecasting financial and macroeconomic variables using data reduction methods: new empirical evidence (Q2511793) (← links)
• Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (Q2516312) (← links)
• A panel data approach to economic forecasting: the bias-corrected average forecast (Q2630076) (← links)
• Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes (Q2656594) (← links)
• Large-dimensional dynamic factor models: estimation of impulse-response functions with I(1) cointegrated factors (Q2658756) (← links)
• Augmented factor models with applications to validating market risk factors and forecasting bond risk premia (Q2658786) (← links)
• Moving dynamic principal component analysis for non-stationary multivariate time series (Q2667028) (← links)
• Hidden factor estimation in dynamic generalized factor analysis models (Q2681371) (← links)
• Group fused Lasso for large factor models with multiple structural breaks (Q2688655) (← links)
• Some Nonparametric Asymptotic Results for a Class of Stochastic Processes (Q2786242) (← links)
• Capturing the Spillover Effect With Multiplicative Error Models (Q2794787) (← links)
• Linear Models Based on Noisy Data and the Frisch Scheme (Q2808247) (← links)
• Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints (Q2889639) (← links)
• (Q2971498) (← links)
• INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT (Q2995415) (← links)
• Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments (Q3063856) (← links)
• Are disaggregate data useful for factor analysis in forecasting French GDP? (Q3065498) (← links)
• Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models (Q3065501) (← links)
• Nowcasting from disaggregates in the face of location shifts (Q3065504) (← links)
• LOCALLY STATIONARY FACTOR MODELS: IDENTIFICATION AND NONPARAMETRIC ESTIMATION (Q3108568) (← links)
• An Extended Portmanteau Test for VARMA Models With Mixing Nonlinear Constraints (Q3552848) (← links)
• Identifiability of structural singular vector autoregressive models (Q5001027) (← links)
• Linear panel regressions with two-way unobserved heterogeneity (Q6090548) (← links)
• Parametric estimation of long memory in factor models (Q6108311) (← links)
• Testing for symmetric correlation matrices with applications to factor models (Q6135374) (← links)
• Inverse covariance operators of multivariate nonstationary time series (Q6201845) (← links)