Pages that link to "Item:Q3023042"
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The following pages link to Identification of causal factor models of stationary time series (Q3023042):
Displaying 6 items.
- Simulation smoothing for state-space models: a computational efficiency analysis (Q452558) (← links)
- A spectral EM algorithm for dynamic factor models (Q1754525) (← links)
- Simultaneous statistical inference in dynamic factor models: chi-square approximation and model-based bootstrap (Q1799812) (← links)
- Identifiability issues of age-period and age-period-cohort models of the Lee-Carter type (Q2364014) (← links)
- Principal components estimation and identification of static factors (Q2442574) (← links)
- Time series factor models (Q6562684) (← links)