The following pages link to (Q4593683):
Displaying 38 items.
- Leverage as a predictor for real activity and volatility (Q310975) (← links)
- Detecting big structural breaks in large factor models (Q469568) (← links)
- Testing for factor loading structural change under common breaks (Q496159) (← links)
- Identification and estimation of a large factor model with structural instability (Q506054) (← links)
- Panels with non-stationary multifactor error structures (Q737289) (← links)
- Editorial. Factor structures for panel and multivariate time series data (Q737935) (← links)
- Fitting dynamic factor models to non-stationary time series (Q737945) (← links)
- Testing for structural breaks in dynamic factor models (Q737946) (← links)
- Factor-based forecasting in the presence of outliers: are factors better selected and estimated by the median than by the mean? (Q905382) (← links)
- Revisiting useful approaches to data-rich macroeconomic forecasting (Q1659116) (← links)
- Real-time factor model forecasting and the effects of instability (Q1659156) (← links)
- Simultaneous multiple change-point and factor analysis for high-dimensional time series (Q1668579) (← links)
- Periodic dynamic factor models: estimation approaches and applications (Q1711582) (← links)
- Consistent estimation of time-varying loadings in high-dimensional factor models (Q1739877) (← links)
- Estimation of large dimensional factor models with an unknown number of breaks (Q1792477) (← links)
- Nonparametric estimation of large covariance matrices with conditional sparsity (Q2024473) (← links)
- Robust test for structural instability in dynamic factor models (Q2042290) (← links)
- Boosting high dimensional predictive regressions with time varying parameters (Q2043255) (← links)
- Regression-based causal analysis from the potential outcomes perspective (Q2181493) (← links)
- Sequential testing for structural stability in approximate factor models (Q2186663) (← links)
- Estimating and testing high dimensional factor models with multiple structural changes (Q2224981) (← links)
- On time-varying factor models: estimation and testing (Q2294514) (← links)
- Testing for structural stability of factor augmented forecasting models (Q2451804) (← links)
- Theory-coherent forecasting (Q2451809) (← links)
- Consistent factor estimation in dynamic factor models with structural instability (Q2453088) (← links)
- Forecasting by factors, by variables, by both or neither? (Q2453089) (← links)
- Group fused Lasso for large factor models with multiple structural breaks (Q2688655) (← links)
- Testing for structural changes in large dimensional factor models via discrete Fourier transform (Q2688666) (← links)
- Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets (Q4561854) (← links)
- Determining the number of factors with potentially strong within-block correlations in error terms (Q5864656) (← links)
- A state-space approach to time-varying reduced-rank regression (Q5867576) (← links)
- Testing for time-varying factor loadings in high-dimensional factor models (Q5867577) (← links)
- Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
- High-Dimensional Vector Autoregressive Time Series Modeling via Tensor Decomposition (Q5881139) (← links)
- Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues (Q5881144) (← links)
- Rate-optimal robust estimation of high-dimensional vector autoregressive models (Q6117053) (← links)
- Testing for symmetric correlation matrices with applications to factor models (Q6135374) (← links)
- Time-varying forecast combination for factor-augmented regressions with smooth structural changes (Q6199635) (← links)
