The following pages link to (Q4947391):
Displaying 19 items.
- Are more data always better for factor analysis? (Q291634) (← links)
- Estimating aggregate autoregressive processes when only macro data are available (Q485694) (← links)
- Factor models and variable selection in high-dimensional regression analysis (Q661163) (← links)
- A cobweb model with local externalities (Q844614) (← links)
- Aggregation of linear dynamic microeconomic models (Q1300375) (← links)
- Estimation of ergodic agent-based models by simulated minimum distance (Q1623990) (← links)
- When more flexibility yields more fragility: the microfoundations of Keynesian aggregate unemployment (Q1655614) (← links)
- Time series properties of aggregated AR(1) processes with uniformly distributed coefficients. (Q1960347) (← links)
- Contemporaneous aggregation of linear dynamic models in large economies (Q2439052) (← links)
- Aggregation in large dynamic panels (Q2511786) (← links)
- Micro versus macro cointegration in heterogeneous panels (Q2630160) (← links)
- A resampling approach for confidence intervals in linear time-series models after model selection (Q2683268) (← links)
- A NEW PANEL DATA TREATMENT FOR HETEROGENEITY IN TIME TRENDS (Q2890706) (← links)
- SIZE, OPENNESS, AND MACROECONOMIC INTERDEPENDENCE (Q2980199) (← links)
- MATCHING, BARGAINING, AND WAGE SETTING IN AN EVOLUTIONARY MODEL OF LABOR MARKET AND OUTPUT DYNAMICS (Q4670829) (← links)
- COMPLEX DYNAMICS AND FINANCIAL FRAGILITY IN AN AGENT-BASED MODEL (Q4671138) (← links)
- A Structural‐Factor Approach to Modeling High‐Dimensional Time Series and Space‐Time Data (Q5377201) (← links)
- The polynomial aggregated AR(1) model* (Q5469921) (← links)
- VALIDATING DSGE MODELS WITH SVARS AND HIGH-DIMENSIONAL DYNAMIC FACTOR MODELS (Q6145545) (← links)
