Pages that link to "Item:Q3111206"
From MaRDI portal
The following pages link to GLS Estimation of Dynamic Factor Models (Q3111206):
Displaying 10 items.
- Statistical analysis of factor models of high dimension (Q450044) (← links)
- Forecasting with factor-augmented regression: a frequentist model averaging approach (Q494163) (← links)
- Efficient estimation of nonstationary factor models (Q505082) (← links)
- Testing for structural breaks in dynamic factor models (Q737946) (← links)
- Efficient estimation of approximate factor models via penalized maximum likelihood (Q898581) (← links)
- Inferences in panel data with interactive effects using large covariance matrices (Q2398975) (← links)
- Theory and methods of panel data models with interactive effects (Q2448726) (← links)
- Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets (Q4561854) (← links)
- Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
- Projected principal component analysis in factor models (Q5963521) (← links)
