Pages that link to "Item:Q2681371"
From MaRDI portal
The following pages link to Hidden factor estimation in dynamic generalized factor analysis models (Q2681371):
Displaying 5 items.
- A two-step estimator for large approximate dynamic factor models based on Kalman filtering (Q58366) (← links)
- Further studies on temporal factor analysis: comparison and kalman filter-based algorithm (Q1860268) (← links)
- Consistency of generalized dynamic principal components in dynamic factor models (Q2273706) (← links)
- Estimation of dynamic models on the factors of marginal principal component analysis (Q5402583) (← links)
- Hidden Factor estimation in Dynamic Generalized Factor Analysis Models (Q6418212) (← links)