Pages that link to "Item:Q3942721"
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The following pages link to Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series (Q3942721):
Displayed 25 items.
- A two-step estimator for large approximate dynamic factor models based on Kalman filtering (Q58366) (← links)
- Errors-in-variables system identification using structural equation modeling (Q254591) (← links)
- VARs, common factors and the empirical validation of equilibrium business cycle models (Q291642) (← links)
- Identification in restricted factor models and the evaluation of rank conditions (Q583771) (← links)
- Functional dynamic factor models with application to yield curve forecasting (Q714342) (← links)
- Fitting ARMA time series by structural equation models (Q1362271) (← links)
- Estimation methods for multivariate Tobit confirmatory factor analysis (Q1623680) (← links)
- A spectral EM algorithm for dynamic factor models (Q1754525) (← links)
- Simultaneous statistical inference in dynamic factor models: chi-square approximation and model-based bootstrap (Q1799812) (← links)
- A note on the identification of restricted factor loading matrices (Q1819866) (← links)
- Spatial voting models in circular spaces: a case study of the U.S. House of Representatives (Q2078307) (← links)
- Forecasting with nonstationary dynamic factor models (Q2439045) (← links)
- Nonlinear regime-switching state-space (RSSS) models (Q2452358) (← links)
- Nonstationary dynamic factor analysis (Q2491853) (← links)
- Rotation in the dynamic factor modeling of multivariate stationary time series (Q2511830) (← links)
- Can we use seasonally adjusted variables in dynamic factor models? (Q2687876) (← links)
- Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints (Q2889639) (← links)
- A wavelet approach for factor-augmented forecasting (Q3096858) (← links)
- Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling (Q3182773) (← links)
- (Q4212965) (← links)
- Bias correction for time series factor models (Q4960630) (← links)
- Weighted‐Covariance Factor Decomposition of Varma Models Applied to Forecasting Quarterly U.S. Real GDP at Monthly Intervals (Q4973952) (← links)
- A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks (Q5080547) (← links)
- Simultaneous Statistical Inference in Dynamic Factor Models (Q5280122) (← links)
- Estimating latent trends in multivariate longitudinal data via Parafac2 with functional and structural constraints (Q5280194) (← links)