Dynamic factor models (Q862777)

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Language	Label	Description	Also known as
English	Dynamic factor models	scientific article

Statements

scholarly article

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Dynamic factor models (English)

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Sandra Eickmeier

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AStA. Allgemeines Statistisches Archiv

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publication date

24 January 2007

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zbMATH Keywords

principal components

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dynamic factors

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forecasting

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s10182-006-0219-z

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Inferential Theory for Factor Models of Large Dimensions

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Determining the Number of Factors in Approximate Factor Models

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Bootstrap Statistical Tests of Rank Determination for System Identification

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Funds, Factors, and Diversification in Arbitrage Pricing Models

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OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS

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The Generalized Dynamic Factor Model

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The generalized dynamic factor model consistency and rates

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Tests of Conditional Predictive Ability

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A note on modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index dataset

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Factor-GMM estimation with large sets of possibly weak instruments

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Forecasting Using Principal Components From a Large Number of Predictors

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1007/S10182-006-0219-Z

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Sitelinks

Mathematics(1 entry)

mardi Publication:862777

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