Pages that link to "Item:Q4219772"
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The following pages link to Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics (Q4219772):
Displaying 9 items.
- Eigendecomposition of the Mean-Variance Portfolio Optimization Model (Q5270514) (← links)
- OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS (Q5411519) (← links)
- Outliers Detection in Multivariate Time Series by Independent Component Analysis (Q5457593) (← links)
- Solutions of Yule-Walker equations for singular AR processes (Q5495698) (← links)
- Bond Risk Premia Forecasting: A Simple Approach for Extracting Macroeconomic Information from a Panel of Indicators (Q5864355) (← links)
- Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
- A new semiparametric spatial model for panel time series (Q5952026) (← links)
- Factor models for high‐dimensional functional time series II: Estimation and forecasting (Q6135372) (← links)
- VALIDATING DSGE MODELS WITH SVARS AND HIGH-DIMENSIONAL DYNAMIC FACTOR MODELS (Q6145545) (← links)