The following pages link to (Q4807277):
Displaying 50 items.
- A two-step estimator for large approximate dynamic factor models based on Kalman filtering (Q58366) (← links)
- Change-point detection in panel data via double CUSUM statistic (Q150198) (← links)
- Large sample behaviour of high dimensional autocovariance matrices (Q282456) (← links)
- Properties of blocked linear systems (Q361012) (← links)
- Detecting big structural breaks in large factor models (Q469568) (← links)
- Efficient estimation of nonstationary factor models (Q505082) (← links)
- Least squares estimation of large dimensional threshold factor models (Q506056) (← links)
- A forecasting performance comparison of dynamic factor models based on static and dynamic methods (Q523139) (← links)
- Asymptotics of the principal components estimator of large factor models with weakly influential factors (Q527936) (← links)
- Autoregressive models of singular spectral matrices (Q694820) (← links)
- Panel data models with cross-sectional dependence: a selective review (Q729667) (← links)
- Infinite-dimensional VARs and factor models (Q737936) (← links)
- The general dynamic factor model: one-sided representation results (Q737938) (← links)
- Dynamic factors in the presence of blocks (Q737940) (← links)
- Market liquidity as dynamic factors (Q737943) (← links)
- Fitting dynamic factor models to non-stationary time series (Q737945) (← links)
- Estimation of high-dimensional linear factor models with grouped variables (Q764504) (← links)
- Information, data dimension and factor structure (Q765833) (← links)
- Efficient estimation of approximate factor models via penalized maximum likelihood (Q898581) (← links)
- Simultaneous multiple change-point and factor analysis for high-dimensional time series (Q1668579) (← links)
- Generalized dynamic factor models and volatilities: estimation and forecasting (Q1676377) (← links)
- Using principal component analysis to estimate a high dimensional factor model with high-frequency data (Q1676387) (← links)
- Robust covariance estimation for approximate factor models (Q1739628) (← links)
- Knowing factors or factor loadings, or neither? Evaluating estimators of large covariance matrices with noisy and asynchronous data (Q1739632) (← links)
- A spectral EM algorithm for dynamic factor models (Q1754525) (← links)
- Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market (Q1927117) (← links)
- Prediction in functional regression with discretely observed and noisy covariates (Q2101386) (← links)
- Preprocessing noisy functional data: a multivariate perspective (Q2106796) (← links)
- Generalized dynamic factor models and volatilities: consistency, rates, and prediction intervals (Q2305972) (← 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 Marčenko-Pastur law for linear time series (Q2343959) (← links)
- Dynamic factor models with infinite-dimensional factor space: asymptotic analysis (Q2397725) (← links)
- Inferences in panel data with interactive effects using large covariance matrices (Q2398975) (← links)
- The generalized dynamic factor model consistency and rates (Q2439043) (← links)
- Factor models in high-dimensional time series: A time-domain approach (Q2447649) (← links)
- Limiting spectral distribution of a symmetrized auto-cross covariance matrix (Q2454407) (← links)
- Large-dimensional dynamic factor models: estimation of impulse-response functions with I(1) cointegrated factors (Q2658756) (← links)
- Hidden factor estimation in dynamic generalized factor analysis models (Q2681371) (← links)
- A Note on Window Length Selection in Singular Spectrum Analysis (Q2802834) (← links)
- ESTIMATION OF AUTOCOVARIANCE MATRICES FOR INFINITE DIMENSIONAL VECTOR LINEAR PROCESS (Q2936573) (← links)
- SIZE, OPENNESS, AND MACROECONOMIC INTERDEPENDENCE (Q2980199) (← links)
- Weak and strong cross‐section dependence and estimation of large panels (Q3018486) (← links)
- Quantile regression models with factor‐augmented predictors and information criterion (Q3018487) (← links)
- Forecasting key macroeconomic variables from a large number of predictors: a state space approach (Q3065521) (← links)
- Model selection for generalized linear models with factor-augmented predictors (Q3077468) (← links)
- A parametric estimation method for dynamic factor models of large dimensions (Q3077648) (← links)
- Prediction of Singular VARs and an Application to Generalized Dynamic Factor Models (Q4997699) (← links)
- Solutions of Yule-Walker equations for singular AR processes (Q5495698) (← links)
- Large Covariance Estimation by Thresholding Principal Orthogonal Complements (Q5743151) (← links)
