Pages that link to "Item:Q2926308"
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The following pages link to Likelihood-based specification tests for dynamic factor models (Q2926308):
Displaying 5 items.
- Simultaneous statistical inference in dynamic factor models: chi-square approximation and model-based bootstrap (Q1799812) (← links)
- Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models (Q2227060) (← links)
- A Likelihood Ratio Test for Idiosyncratic Unit Roots in the Exact Factor Model with Integrated Factors (Q2816736) (← links)
- (Q5196655) (← links)
- Simultaneous Statistical Inference in Dynamic Factor Models (Q5280122) (← links)