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 50 items.
- Are more data always better for factor analysis? (Q291634) (← links)
- The common and specific components of dynamic volatility (Q291638) (← links)
- VARs, common factors and the empirical validation of equilibrium business cycle models (Q291642) (← links)
- A test of cross section dependence for a linear dynamic panel model with regressors (Q301972) (← links)
- Consistent noisy independent component analysis (Q302095) (← links)
- On the statistical identification of DSGE models (Q302169) (← links)
- Do institutional changes affect business cycles? Evidence from Europe (Q310994) (← links)
- On the effect of noisy measurements of the regressor in functional linear models (Q364185) (← links)
- The three-pass regression filter: a new approach to forecasting using many predictors (Q494165) (← links)
- Determining the number of factors when the number of factors can increase with sample size (Q506051) (← links)
- On bootstrapping panel factor series (Q528127) (← links)
- Panels with non-stationary multifactor error structures (Q737289) (← links)
- Dynamic factors in the presence of blocks (Q737940) (← links)
- Adaptive functional linear regression (Q741806) (← links)
- Aggregation of linear dynamic microeconomic models (Q1300375) (← links)
- Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models (Q1621309) (← links)
- Tactical sales forecasting using a very large set of macroeconomic indicators (Q1681509) (← links)
- Estimating stable latent factor models by indirect inference (Q1754526) (← links)
- Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market (Q1927117) (← links)
- A note on modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index dataset (Q1927587) (← links)
- World, country, and sector factors in international business cycles (Q1994209) (← links)
- Including news data in forecasting macro economic performance of China (Q2033701) (← links)
- Rank determination in tensor factor model (Q2136659) (← links)
- A dynamic factor model with stylized facts to forecast volatility for an optimal portfolio (Q2163718) (← links)
- Detecting granular time series in large panels (Q2224994) (← links)
- Threshold factor models for high-dimensional time series (Q2305974) (← links)
- Did financial factors matter during the Great Recession? (Q2328506) (← links)
- Adaptive estimation in circular functional linear models (Q2437884) (← links)
- The generalized dynamic factor model consistency and rates (Q2439043) (← links)
- Forecasting with nonstationary dynamic factor models (Q2439045) (← links)
- Estimating cross-section common stochastic trends in nonstationary panel data (Q2439092) (← links)
- Hidden factor estimation in dynamic generalized factor analysis models (Q2681371) (← links)
- Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model (Q2687862) (← links)
- A NEW PANEL DATA TREATMENT FOR HETEROGENEITY IN TIME TRENDS (Q2890706) (← links)
- EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS (Q2929841) (← links)
- Weak and strong cross‐section dependence and estimation of large panels (Q3018486) (← links)
- 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)
- The UK intranational business cycle (Q3065493) (← links)
- Model selection for generalized linear models with factor-augmented predictors (Q3077468) (← links)
- Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling (Q3182773) (← links)
- Determining the Number of Factors and Lag Order in Dynamic Factor Models: A Minimum Entropy Approach (Q3518455) (← links)
- Factor analysis in a model with rational expectations (Q3521274) (← 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)
- IDENTIFICATION OF JOINT DISTRIBUTIONS IN DEPENDENT FACTOR MODELS (Q4599620) (← links)
- Weighted‐Covariance Factor Decomposition of Varma Models Applied to Forecasting Quarterly U.S. Real GDP at Monthly Intervals (Q4973952) (← links)
- Stock return predictability: A factor-augmented predictive regression system with shrinkage method (Q5034238) (← links)
- Asymptotics for Panel Models with Common Shocks (Q5080153) (← links)
- A Predictive Approach for Selection of Diffusion Index Models (Q5080438) (← links)
