Pages that link to "Item:Q2638166"
From MaRDI portal
The following pages link to Generalized linear dynamic factor models: an approach via singular autoregressions (Q2638166):
Displaying 17 items.
- The structure of multivariate AR and ARMA systems: regular and singular systems; the single and the mixed frequency case (Q281040) (← links)
- Properties of blocked linear systems (Q361012) (← links)
- Autoregressive models of singular spectral matrices (Q694820) (← links)
- Panel data models with cross-sectional dependence: a selective review (Q729667) (← links)
- The general dynamic factor model: one-sided representation results (Q737938) (← links)
- Identifiability of linear dynamic networks (Q1640269) (← links)
- A scalable multi-step least squares method for network identification with unknown disturbance topology (Q2139411) (← links)
- Discussion on: ``Generalized linear dynamic factor models: an approach via singular autoregressions'' (Q2638167) (← links)
- Hidden factor estimation in dynamic generalized factor analysis models (Q2681371) (← links)
- Linear models based on noisy data and the Frisch scheme (Q2808247) (← links)
- Multivariate AR systems and mixed frequency data: G-identifiability and estimation (Q2826003) (← links)
- Weak and strong cross‐section dependence and estimation of large panels (Q3018486) (← links)
- Identifiability of structural singular vector autoregressive models (Q5001027) (← links)
- Cross-Sectional Dependence in Panel Data Analysis (Q5080156) (← links)
- Solutions of Yule-Walker equations for singular AR processes (Q5495698) (← links)
- Spectral Factorization of Rank-Deficient Rational Densities (Q6150986) (← links)
- Identification of low rank vector processes (Q6164044) (← links)
