The following pages link to (Q4807277):
Displaying 6 items.
- Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
- Projected principal component analysis in factor models (Q5963521) (← links)
- Factor models for high‐dimensional functional time series I: Representation results (Q6135371) (← links)
- VALIDATING DSGE MODELS WITH SVARS AND HIGH-DIMENSIONAL DYNAMIC FACTOR MODELS (Q6145545) (← links)
- Inferential theory for generalized dynamic factor models (Q6150524) (← links)
- FNETS: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series (Q6626256) (← links)
