Pages that link to "Item:Q2305972"
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The following pages link to Generalized dynamic factor models and volatilities: consistency, rates, and prediction intervals (Q2305972):
Displaying 10 items.
- Generalized dynamic factor models and volatilities: estimation and forecasting (Q1676377) (← links)
- Consistency of generalized dynamic principal components in dynamic factor models (Q2273706) (← links)
- The generalized dynamic factor model consistency and rates (Q2439043) (← links)
- Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions (Q3418483) (← links)
- Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models (Q4687540) (← links)
- A flexible observed factor model with separate dynamics for the factor volatilities and their correlation matrix (Q4970975) (← links)
- Factor models for high‐dimensional functional time series II: Estimation and forecasting (Q6135372) (← links)
- Inferential theory for generalized dynamic factor models (Q6150524) (← links)
- Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach (Q6586883) (← links)
- A conversation with Marc Hallin (Q6612362) (← links)
