The following pages link to COINTEGRATION AND COMMON FACTORS (Q4319852):
Displaying 15 items.
- Choosing a dynamic common factor as a coincident index (Q143760) (← links)
- Common factors in conditional distributions for bivariate time series (Q291623) (← links)
- Common cyclical features analysis in VAR models with cointegration (Q291630) (← links)
- Cointegration in a historical perspective (Q736567) (← links)
- Cointegration of output, capital, labor, and energy (Q977879) (← links)
- Computation of the Beveridge--Nelson decomposition for multivariate economic time series (Q1274780) (← links)
- Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages (Q2064610) (← links)
- Editorial: Dynamic factor models (Q2439042) (← links)
- Forecasting with nonstationary dynamic factor models (Q2439045) (← links)
- Alternative representations for cointegrated panels with global stochastic trends (Q2444337) (← links)
- Nonstationary dynamic factor analysis (Q2491853) (← links)
- An asymptotic invariance property of the common trends under linear transformations of the data (Q2511788) (← links)
- MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE (Q4563765) (← links)
- Cointegration Detection Using Dynamic Factor Models (Q5451124) (← links)
- Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)