Pages that link to "Item:Q3077648"
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The following pages link to A parametric estimation method for dynamic factor models of large dimensions (Q3077648):
Displaying 7 items.
- Efficient estimation of nonstationary factor models (Q505082) (← links)
- Maximum likelihood estimation for dynamic factor models with missing data (Q550846) (← links)
- Factor-GMM estimation with large sets of possibly weak instruments (Q2445717) (← links)
- Extreme bounds analysis in early warning systems for currency crises (Q2661808) (← links)
- Hidden factor estimation in dynamic generalized factor analysis models (Q2681371) (← links)
- Forecasting the industrial production using alternative factor models and business survey data (Q5129110) (← links)
- Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
