Pages that link to "Item:Q5411519"

The following pages link to OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS (Q5411519):

Displaying 33 items.

• A two-step estimator for large approximate dynamic factor models based on Kalman filtering (Q58366) (← links)
• The structure of multivariate AR and ARMA systems: regular and singular systems; the single and the mixed frequency case (Q281040) (← links)
• Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components? (Q299225) (← links)
• Efficient estimation of nonstationary factor models (Q505082) (← links)
• A forecasting performance comparison of dynamic factor models based on static and dynamic methods (Q523139) (← links)
• Improved penalization for determining the number of factors in approximate factor models (Q613167) (← links)
• Monetary, fiscal and oil shocks: evidence based on mixed frequency structural FAVARs (Q726590) (← links)
• The general dynamic factor model: one-sided representation results (Q737938) (← links)
• Dynamic factors in the presence of blocks (Q737940) (← links)
• Dynamic factor models (Q862777) (← links)
• Estimation and inference of dynamic structural factor models with over-identifying restrictions (Q1652946) (← links)
• The macroeconomic effects of uncertainty shocks: the role of the financial channel (Q1655740) (← links)
• Simultaneous multiple change-point and factor analysis for high-dimensional time series (Q1668579) (← links)
• Using principal component analysis to estimate a high dimensional factor model with high-frequency data (Q1676387) (← links)
• Rank determination in tensor factor model (Q2136659) (← links)
• Measuring dynamic pandemic-related policy effects: a time-varying parameter multi-level dynamic factor model approach (Q2152312) (← links)
• Sequential testing for structural stability in approximate factor models (Q2186663) (← links)
• Consistent estimation of high-dimensional factor models when the factor number is over-estimated (Q2192324) (← links)
• Generalized dynamic factor models and volatilities: consistency, rates, and prediction intervals (Q2305972) (← links)
• Dynamic factor models with infinite-dimensional factor spaces: one-sided representations (Q2343813) (← links)
• Dynamic factor models with infinite-dimensional factor space: asymptotic analysis (Q2397725) (← links)
• Inflation dynamics of franc-zone countries determinants, co-movements and spatial interactions (Q2416308) (← links)
• Principal components estimation and identification of static factors (Q2442574) (← links)
• Factor models in high-dimensional time series: A time-domain approach (Q2447649) (← links)
• Large-dimensional dynamic factor models: estimation of impulse-response functions with I(1) cointegrated factors (Q2658756) (← links)
• Time-varying general dynamic factor models and the measurement of financial connectedness (Q2658788) (← links)
• Common time variation of parameters in reduced-form macroeconomic models (Q2691652) (← links)
• Structural inference in sparse high-dimensional vector autoregressions (Q2697986) (← links)
• GDP nowcasting with ragged-edge data: a semi-parametric modeling (Q3065503) (← links)
• Identifiability of structural singular vector autoregressive models (Q5001027) (← links)
• Noncausality and asset pricing (Q5881688) (← links)
• VALIDATING DSGE MODELS WITH SVARS AND HIGH-DIMENSIONAL DYNAMIC FACTOR MODELS (Q6145545) (← links)
• Inferential theory for generalized dynamic factor models (Q6150524) (← links)