Pages that link to "Item:Q5754859"
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The following pages link to The Generalized Dynamic Factor Model (Q5754859):
Displaying 50 items.
- A two-step estimator for large approximate dynamic factor models based on Kalman filtering (Q58366) (← links)
- High dimensional stochastic regression with latent factors, endogeneity and nonlinearity (Q82524) (← links)
- Principal component analysis for second-order stationary vector time series (Q82525) (← links)
- Bi-cross-validation for factor analysis (Q104117) (← links)
- Autoregressive models for matrix-valued time series (Q109413) (← links)
- Choosing a dynamic common factor as a coincident index (Q143760) (← links)
- Change-point detection in panel data via double CUSUM statistic (Q150198) (← links)
- Factor-Adjusted Regularized Model Selection (Q150847) (← links)
- Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence (Q278496) (← links)
- Large sample behaviour of high dimensional autocovariance matrices (Q282456) (← links)
- Forecasting economic time series using targeted predictors (Q299223) (← links)
- Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components? (Q299225) (← links)
- Computing the best linear predictor in a Hilbert space. Applications to general ARMAH processes (Q392108) (← links)
- Factor modeling for high-dimensional time series: inference for the number of factors (Q447821) (← links)
- Statistical analysis of factor models of high dimension (Q450044) (← links)
- Forecasting with factor-augmented regression: a frequentist model averaging approach (Q494163) (← links)
- The three-pass regression filter: a new approach to forecasting using many predictors (Q494165) (← links)
- Efficient estimation of nonstationary factor models (Q505082) (← links)
- Using large data sets to forecast sectoral employment (Q520398) (← links)
- A forecasting performance comparison of dynamic factor models based on static and dynamic methods (Q523139) (← links)
- Inflation differentials in a currency area: Facts, explanations and policy (Q536574) (← links)
- Dynamic mortality factor model with conditional heteroskedasticity (Q659163) (← links)
- Factor models and variable selection in high-dimensional regression analysis (Q661163) (← links)
- Modeling frailty-correlated defaults using many macroeconomic covariates (Q737911) (← 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)
- Variable selection, estimation and inference for multi-period forecasting problems (Q738005) (← links)
- Estimation of high-dimensional linear factor models with grouped variables (Q764504) (← links)
- Generalized principal component analysis for moderately non-stationary vector time series (Q830695) (← links)
- Forecasting world trade: Direct versus ``bottom-up'' approaches (Q836019) (← links)
- Dynamic factor models (Q862777) (← links)
- Efficient estimation of approximate factor models via penalized maximum likelihood (Q898581) (← links)
- Large dimension forecasting models and random singular value spectra (Q978861) (← links)
- Optimal dimension reduction for high-dimensional and functional time series (Q1656851) (← links)
- Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods (Q1659126) (← links)
- Real-time factor model forecasting and the effects of instability (Q1659156) (← links)
- On multivariable proper rational interpolation using coprime factors (Q1659557) (← links)
- Generalized dynamic factor models and volatilities: estimation and forecasting (Q1676377) (← links)
- Bayesian sensitivity analysis of a nonlinear dynamic factor analysis model with nonparametric prior and possible nonignorable missingness (Q1695731) (← links)
- Periodic dynamic factor models: estimation approaches and applications (Q1711582) (← links)
- Dynamic factor analysis for short panels: estimating performance trajectories for water utilities (Q1742849) (← links)
- Estimation of large dimensional factor models with an unknown number of breaks (Q1792477) (← links)
- Simultaneous statistical inference in dynamic factor models: chi-square approximation and model-based bootstrap (Q1799812) (← links)
- Optimality and sub-optimality of PCA. I: Spiked random matrix models (Q1800806) (← links)
- Structural shrinkage of nonparametric spectral estimators for multivariate time series (Q1951770) (← links)
- Including news data in forecasting macro economic performance of China (Q2033701) (← links)
- Nowcasting real GDP for Saudi Arabia (Q2083597) (← links)
- Preprocessing noisy functional data: a multivariate perspective (Q2106796) (← links)