Pages that link to "Item:Q4468514"
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The following pages link to Forecasting Using Principal Components From a Large Number of Predictors (Q4468514):
Displayed 50 items.
- Quantile regression models with factor‐augmented predictors and information criterion (Q3018487) (← links)
- Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments (Q3063856) (← links)
- To Combine Forecasts or to Combine Information? (Q3063857) (← links)
- Are disaggregate data useful for factor analysis in forecasting French GDP? (Q3065498) (← links)
- Forecasting using targeted diffusion indexes (Q3065519) (← links)
- Forecasting key macroeconomic variables from a large number of predictors: a state space approach (Q3065521) (← links)
- The use of encompassing tests for forecast combinations (Q3065555) (← links)
- Model selection for generalized linear models with factor-augmented predictors (Q3077468) (← links)
- A parametric estimation method for dynamic factor models of large dimensions (Q3077648) (← links)
- Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models (Q3084623) (← links)
- A wavelet approach for factor-augmented forecasting (Q3096858) (← links)
- LOCALLY STATIONARY FACTOR MODELS: IDENTIFICATION AND NONPARAMETRIC ESTIMATION (Q3108568) (← links)
- On Cross-Validation for Sparse Reduced Rank Regression (Q3120104) (← links)
- Linear Hypothesis Testing in Dense High-Dimensional Linear Models (Q3121181) (← links)
- DYNAMIC MODELING OF HIGH-DIMENSIONAL CORRELATION MATRICES IN FINANCE (Q3166712) (← links)
- D-CCA: A Decomposition-Based Canonical Correlation Analysis for High-Dimensional Datasets (Q3304854) (← links)
- Bayesian Inference for the One-Factor Copula Model (Q3391192) (← links)
- TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS (Q3453252) (← links)
- Determining the Number of Factors and Lag Order in Dynamic Factor Models: A Minimum Entropy Approach (Q3518455) (← links)
- Panel vector autoregression under cross-sectional dependence (Q3521272) (← links)
- Factor analysis in a model with rational expectations (Q3521274) (← links)
- An Extended Portmanteau Test for VARMA Models With Mixing Nonlinear Constraints (Q3552848) (← links)
- TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE (Q3632373) (← links)
- USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS (Q3632390) (← links)
- Dynamic factor long memory volatility (Q4555133) (← links)
- An $\ell_{\infty}$ Eigenvector Perturbation Bound and Its Application to Robust Covariance Estimation (Q4558538) (← links)
- Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets (Q4561854) (← links)
- MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE (Q4563765) (← links)
- ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES (Q4599615) (← links)
- A duscrete-time model of high-frequency stock returns (Q4610219) (← links)
- Testing for Volatility Co-Movement in Bivariate Stochastic Volatility Models (Q4641637) (← links)
- Nonparametric Estimation and Testing in Panels of Intercorrelated Time Series (Q4677045) (← links)
- Systematic scenario selection: stress testing and the nature of uncertainty (Q4682992) (← links)
- Does a lot help a lot? Forecasting stock returns with pooling strategies in a data‐rich environment (Q4687660) (← links)
- Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series (Q4690952) (← links)
- On a Principal Varying Coefficient Model (Q4916942) (← links)
- Bias correction for time series factor models (Q4960630) (← links)
- Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series (Q4962456) (← links)
- (Q4969185) (← links)
- Weighted‐Covariance Factor Decomposition of Varma Models Applied to Forecasting Quarterly U.S. Real GDP at Monthly Intervals (Q4973952) (← links)
- (Q4998879) (← links)
- Jointly determining the state dimension and lag order for Markov‐switching vector autoregressive models (Q5001029) (← links)
- Macroeconomic impacts on commodity prices: China vs. the United States (Q5001145) (← links)
- ESTIMATION OF TIME-VARYING COVARIANCE MATRICES FOR LARGE DATASETS (Q5024496) (← links)
- Stock return predictability: A factor-augmented predictive regression system with shrinkage method (Q5034238) (← links)
- Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency (Q5034246) (← links)
- (Q5054595) (← links)
- Wavelet estimation for factor models with time-varying loadings (Q5063217) (← links)
- A self-reliant projected information criterion for the number of factors (Q5077197) (← links)
- Asymptotics for Panel Models with Common Shocks (Q5080153) (← links)