scientific article; zbMATH DE number 3554206
From MaRDI portal
Publication:4128741
Conference proceedings and collections of articles (00Bxx) Proceedings, conferences, collections, etc. pertaining to operations research and mathematical programming (90-06) Mathematical economics (91Bxx) Mathematical sociology (including anthropology) (91D99) Proceedings, conferences, collections, etc. pertaining to biology (92-06)
Cited in
(17)- Local identifiability of the factor analysis and measurement error model parameter
- Bayesian Inference for the One-Factor Copula Model
- FIML estimation of dynamic econometric systems from inconsistent data
- Cash flow risk management in the property/liability insurance industry: a dynamic factor modeling approach
- Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series
- Measurement errors in dynamic models
- Improving the finite sample performance of autoregression estimators in dynamic factor models: a bootstrap approach
- Maximum likelihood estimation of the dynamic shock-error model
- Dynamic factor structure of team performances in Liga MX
- Factor Models for High-Dimensional Tensor Time Series
- A conversation with Marc Hallin
- The dynamic, the static, and the weak: factor models and the analysis of high-dimensional time series
- Vector autoregressive models with measurement errors for testing Granger causality
- Dynamic mode decompositions and vector autoregressions
- Modeling extreme risk with fixed-k autoregressive conditional Fréchet model
- Some contributions to efficient statistics in structural models: Specification and estimation of moment structures
- Latent class regression model in IRLS approach
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4128741)
