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.
- Choosing a dynamic common factor as a coincident index (Q143760) (← links)
- Properties of blocked linear systems (Q361012) (← links)
- Statistical analysis of factor models of high dimension (Q450044) (← links)
- Detecting big structural breaks in large factor models (Q469568) (← links)
- Editorial: High dimensional problems in econometrics (Q494161) (← links)
- Forecasting with factor-augmented regression: a frequentist model averaging approach (Q494163) (← links)
- The three-pass regression filter: a new approach to forecasting using many predictors (Q494165) (← links)
- Oracle inequalities for high dimensional vector autoregressions (Q494169) (← links)
- Risks of large portfolios (Q494174) (← links)
- Analyzing business cycle asymmetries in a multi-level factor model (Q498822) (← links)
- Maximum likelihood estimation for dynamic factor models with missing data (Q550846) (← links)
- Factor models and variable selection in high-dimensional regression analysis (Q661163) (← links)
- Autoregressive models of singular spectral matrices (Q694820) (← links)
- Estimating multi-country prosperity index: a two-dimensional singular spectrum analysis approach (Q741879) (← links)
- Estimation of high-dimensional linear factor models with grouped variables (Q764504) (← links)
- Information, data dimension and factor structure (Q765833) (← links)
- Volatility dynamics of the US business cycle: A multivariate asymmetric GARCH approach (Q834310) (← links)
- Forecasting world trade: Direct versus ``bottom-up'' approaches (Q836019) (← links)
- A dynamic factor approach to nonlinear stability analysis (Q844759) (← links)
- Dynamic factor models (Q862777) (← links)
- Efficient estimation of approximate factor models via penalized maximum likelihood (Q898581) (← links)
- Estimation of heterogeneous panels with structural breaks (Q898593) (← links)
- \(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors (Q898600) (← links)
- Factor-based forecasting in the presence of outliers: are factors better selected and estimated by the median than by the mean? (Q905382) (← links)
- Time-dependent frequency domain principal components analysis of multichannel non-stationary signals (Q959318) (← links)
- Interpolation and backdating with a large information set (Q959707) (← links)
- Forecast comparison of principal component regression and principal covariate regression (Q1019994) (← links)
- Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market (Q1927117) (← links)
- The SR approach: a new estimation procedure for non-linear and non-Gaussian dynamic term structure models (Q2343755) (← links)
- Dynamic factor models with infinite-dimensional factor spaces: one-sided representations (Q2343813) (← links)
- The Tracy-Widom limit for the largest eigenvalues of singular complex Wishart matrices (Q2426602) (← links)
- Likelihood stabilization for ill-conditioned vector GARCH models (Q2430220) (← links)
- The generalized dynamic factor model consistency and rates (Q2439043) (← links)
- Determining the MSE-optimal cross section to forecast (Q2440386) (← links)
- Principal components estimation and identification of static factors (Q2442574) (← links)
- Spectral decompositions of multiple time series: a Bayesian non-parametric approach (Q2443320) (← links)
- Factor-GMM estimation with large sets of possibly weak instruments (Q2445717) (← links)
- Factor models in high-dimensional time series: A time-domain approach (Q2447649) (← links)
- Theory and methods of panel data models with interactive effects (Q2448726) (← links)
- Testing for structural stability of factor augmented forecasting models (Q2451804) (← links)
- Bootstrapping factor-augmented regression models (Q2451810) (← links)
- Consistent factor estimation in dynamic factor models with structural instability (Q2453088) (← links)
- Nonstationary dynamic factor analysis (Q2491853) (← links)
- Forecasting financial and macroeconomic variables using data reduction methods: new empirical evidence (Q2511793) (← links)
- Identification theory for high dimensional static and dynamic factor models (Q2512530) (← links)
- FACTOR UNIQUENESS IN THE S&P 500 UNIVERSE: CAN PROPRIETARY FACTORS EXIST? (Q2842533) (← links)
- Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints (Q2889639) (← links)
- A NEW PANEL DATA TREATMENT FOR HETEROGENEITY IN TIME TRENDS (Q2890706) (← links)
- EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS (Q2929841) (← links)
- INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT (Q2995415) (← links)