Pages that link to "Item:Q5009653"
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The following pages link to On a new procedure for identifying a dynamic common factor model (Q5009653):
Displaying 6 items.
- Estimating and forecasting dynamic correlation matrices: a nonlinear common factor approach (Q2022540) (← links)
- Estimation of common factors under cross-sectional and temporal aggregation constraints (Q2889639) (← links)
- A complete VARMA modelling methodology based on scalar components (Q3552837) (← links)
- (Q5196655) (← links)
- Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
- Selecting the number of factors in multi-variate time series (Q6655924) (← links)