scientific article; zbMATH DE number 1208131
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Publication:4212965
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Cites work
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- Likelihood Function of Stationary Multiple Autoregressive Moving Average Models
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Cited in
(21)- A dynamic factor model for the analysis of multivariate time series
- Choosing a dynamic common factor as a coincident index
- Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
- Outliers in dynamic factor models
- Forecasting with nonstationary dynamic factor models
- Alternative representations for cointegrated panels with global stochastic trends
- Nonstationary dynamic factor analysis
- Extracting a common stochastic trend: theory with some applications
- Dynamic Factor-Analysis Models for Stationary Processes
- COINTEGRATION AND COMMON FACTORS
- Extremes of Some Sub-Sampled Time Series
- Predicting Recessions with Factor Linear Dynamic Harmonic Regressions
- A multivariate stochastic model with non‐stationary trend component
- Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices
- Likelihood-based dynamic factor analysis for measurement and forecasting
- Dynamic Factor Models
- Cointegration Detection Using Dynamic Factor Models
- Dynamic Factor Analysis with Non-Linear Temporal Aggregation Constraints
- A dimension reduction factor approach for multivariate time series with long-memory: a robust alternative method
- Fitting dynamic factor models to non-stationary time series
- Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models
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