The following pages link to (Q5149175):
Displaying 17 items.
- On the identification problem in testing the dynamic specification of factor-demand equations (Q673187) (← links)
- The general dynamic factor model: one-sided representation results (Q737938) (← links)
- Identification of factor models by behavioural and subspace methods (Q1128450) (← links)
- Preprocessing noisy functional data: a multivariate perspective (Q2106796) (← links)
- Consistency of generalized dynamic principal components in dynamic factor models (Q2273706) (← links)
- The generalized dynamic factor model consistency and rates (Q2439043) (← links)
- Identification theory for high dimensional static and dynamic factor models (Q2512530) (← links)
- Generalized linear dynamic factor models: an approach via singular autoregressions (Q2638166) (← links)
- Discussion on: ``Generalized linear dynamic factor models: an approach via singular autoregressions'' (Q2638167) (← links)
- Hidden factor estimation in dynamic generalized factor analysis models (Q2681371) (← links)
- Wavelet estimation for factor models with time-varying loadings (Q5063217) (← links)
- Cross-Sectional Dependence in Panel Data Analysis (Q5080156) (← links)
- A Predictive Approach for Selection of Diffusion Index Models (Q5080438) (← links)
- State Space Models and MIDAS Regressions (Q5080577) (← links)
- Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit (Q5080585) (← links)
- (Q5196655) (← links)
- Bridging factor and sparse models (Q6183755) (← links)
