Pages that link to "Item:Q737936"

The following pages link to Infinite-dimensional VARs and factor models (Q737936):

Displaying 10 items.

• Regularized estimation in sparse high-dimensional time series models (Q127754) (← links)
• A multi-country approach to forecasting output growth using PMIs (Q281037) (← links)
• Consistent noisy independent component analysis (Q302095) (← links)
• On the statistical identification of DSGE models (Q302169) (← links)
• A nonlinear panel data model of cross-sectional dependence (Q469559) (← links)
• Penalized least squares estimation with weakly dependent data (Q525888) (← links)
• On bootstrapping panel factor series (Q528127) (← links)
• Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models (Q1621309) (← links)
• Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR (Q1656366) (← links)
• Debt dynamics in Europe: a network general equilibrium GVAR approach (Q1657638) (← links)