The following pages link to (Q4212965):
Displaying 7 items.
- Fitting dynamic factor models to non-stationary time series (Q737945) (← links)
- Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects (Q1739883) (← links)
- Extremes of Some Sub-Sampled Time Series (Q4455666) (← links)
- Predicting Recessions with Factor Linear Dynamic Harmonic Regressions (Q4687337) (← links)
- Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices (Q5053119) (← links)
- Dynamic Factor Models (Q5119540) (← links)
- A dimension reduction factor approach for multivariate time series with long-memory: a robust alternative method (Q6581300) (← links)
