The following pages link to (Q4171478):
Displaying 50 items.
- Structural analysis with multivariate autoregressive index models (Q281034) (← links)
- VARs, common factors and the empirical validation of equilibrium business cycle models (Q291642) (← links)
- The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity (Q291644) (← links)
- Maximum likelihood estimation for dynamic factor models with missing data (Q550846) (← links)
- Infinite-dimensional VARs and factor models (Q737936) (← links)
- Dynamic factors in the presence of blocks (Q737940) (← links)
- Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models (Q790575) (← links)
- A dynamic factor approach to nonlinear stability analysis (Q844759) (← links)
- Identification of factor models by behavioural and subspace methods (Q1128450) (← links)
- Data revisions with moving average seasonal adjustment procedures (Q1145458) (← links)
- Latent variable models for time series. A frequency domain approach with an application to the permanent income hypothesis (Q1166231) (← links)
- Dynamic factor analysis of nonstationary multivariate time series (Q1205779) (← links)
- Aggregation of linear dynamic microeconomic models (Q1300375) (← links)
- Bayesian sensitivity analysis of a nonlinear dynamic factor analysis model with nonparametric prior and possible nonignorable missingness (Q1695731) (← links)
- Segmental dynamic factor analysis for time series of curves (Q1703840) (← links)
- Modeling maxima with autoregressive conditional Fréchet model (Q1739592) (← links)
- Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects (Q1739883) (← links)
- Bayesian compressed vector autoregressions (Q1740345) (← links)
- Dynamic factor analysis for short panels: estimating performance trajectories for water utilities (Q1742849) (← links)
- A spectral EM algorithm for dynamic factor models (Q1754525) (← links)
- Quasi maximum likelihood analysis of high dimensional constrained factor models (Q1792465) (← links)
- Simultaneous statistical inference in dynamic factor models: chi-square approximation and model-based bootstrap (Q1799812) (← links)
- On minimization on Stiefel manifolds (Q1848388) (← links)
- On factor models with random missing: EM estimation, inference, and cross validation (Q2024446) (← links)
- Including news data in forecasting macro economic performance of China (Q2033701) (← links)
- Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages (Q2064610) (← links)
- Nowcasting with large Bayesian vector autoregressions (Q2106382) (← links)
- Efficient estimation of heterogeneous coefficients in panel data models with common shocks (Q2173185) (← links)
- Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models (Q2227060) (← links)
- Threshold factor models for high-dimensional time series (Q2305974) (← links)
- Dynamic factor models with infinite-dimensional factor spaces: one-sided representations (Q2343813) (← links)
- On the penalized maximum likelihood estimation of high-dimensional approximate factor model (Q2418076) (← links)
- Editorial: Dynamic factor models (Q2439042) (← links)
- The generalized dynamic factor model consistency and rates (Q2439043) (← links)
- Forecasting with nonstationary dynamic factor models (Q2439045) (← links)
- Spectral decompositions of multiple time series: a Bayesian non-parametric approach (Q2443320) (← links)
- Factor models in high-dimensional time series: A time-domain approach (Q2447649) (← links)
- Consistent factor estimation in dynamic factor models with structural instability (Q2453088) (← links)
- Can we use seasonally adjusted variables in dynamic factor models? (Q2687876) (← links)
- High-dimensional VARs with common factors (Q2688656) (← links)
- Estimating Factor Models for Multivariate Volatilities: An Innovation Expansion Method (Q3298480) (← links)
- (Q4212965) (← links)
- Dissecting the financial cycle with dynamic factor models (Q4555202) (← links)
- Spatially multi-scale dynamic factor modeling via sparse estimation (Q4997083) (← links)
- On a new procedure for identifying a dynamic common factor model (Q5009653) (← links)
- Smart Alpha: active management with unstable and latent factors (Q5014225) (← links)
- A Predictive Approach for Selection of Diffusion Index Models (Q5080438) (← links)
- Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit (Q5080585) (← links)
- (Q5159467) (← links)
- An alternating minimization algorithm for Factor Analysis (Q5218998) (← links)
