Towards a raw-data dynamic structural model with its descriptive applications

DOI10.1080/07474938.2025.2492611MaRDI QIDQ6870605zbMATH OpenFDO

Authors Lukáš Malec

Publication date 21 January 2026

Published in Econometric Reviews (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.1080/07474938.2025.2492611

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

• Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models
• An alternative two stage least squares (2SLS) estimator for latent variable equations
• Efficient estimation of nonstationary factor models
• scientific article; zbMATH DE number 3673370 (Why is no real title available?)
• scientific article; zbMATH DE number 48318 (Why is no real title available?)
• scientific article; zbMATH DE number 3576589 (Why is no real title available?)
• scientific article; zbMATH DE number 3605818 (Why is no real title available?)
• scientific article; zbMATH DE number 2230055 (Why is no real title available?)
• Matrix Calculus and Zero-One Matrices
• Matrix differential calculus with applications in statistics and econometrics
• Selecting the number of factors in approximate factor models using group variable regularization
• The commutation matrix: Some properties and applications
• Time series analysis and simultaneous equation econometric models

This page was built for publication: Towards a raw-data dynamic structural model with its descriptive applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6870605)