The following pages link to Dynamic factor models (Q862777):
Displaying 18 items.
- Are more data always better for factor analysis? (Q291634) (← links)
- Efficient estimation of nonstationary factor models (Q505082) (← links)
- Editorial. Factor structures for panel and multivariate time series data (Q737935) (← links)
- Estimation of high-dimensional linear factor models with grouped variables (Q764504) (← links)
- Complex eigenvectors and ratios of variables (Q1262818) (← links)
- Short cuts to dynamic factor demand modelling (Q1580336) (← links)
- Factor models for asset returns based on transformed factors (Q1739597) (← links)
- Can we use seasonally adjusted variables in dynamic factor models? (Q2687876) (← links)
- A Lagrange Multiplier-Type Test for Idiosyncratic Unit Roots in the Exact Factor Model (Q2954302) (← links)
- Forecasting key macroeconomic variables from a large number of predictors: a state space approach (Q3065521) (← links)
- Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models (Q3084623) (← links)
- Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK (Q3166696) (← links)
- Extremes of Some Sub-Sampled Time Series (Q4455666) (← links)
- Dissecting the financial cycle with dynamic factor models (Q4555202) (← links)
- Likelihood‐based dynamic factor analysis for measurement and forecasting (Q5091819) (← links)
- Dynamic Factor Models (Q5119540) (← links)
- Dynamic factor structure of team performances in Liga MX (Q5865420) (← links)
- Recent development in the econometric theory of factor models (Q6486981) (← links)
