Dynamic factor structure of team performances in Liga MX

DOI10.1080/02664763.2021.1881946OpenAlexW3127693049MaRDI QIDQ5865420

Nelson Muriel, Francisco Corona, Graciela M. González-Farías

Publication date: 13 June 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2021.1881946

zbMATH Keywords

cointegrationprincipal componentsdynamic factor modelsLiga MXPANIC

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Cites Work

• Unnamed Item
• Unnamed Item
• Some thoughts on the development of cointegration
• Dynamic factor models
• Estimating cross-section common stochastic trends in nonstationary panel data
• Testing for unit roots in bounded time series
• Identification theory for high dimensional static and dynamic factor models
• Large-dimensional dynamic factor models: estimation of impulse-response functions with I(1) cointegrated factors
• Eigenvalue Ratio Test for the Number of Factors
• LIMITED TIME SERIES WITH A UNIT ROOT
• PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION
• A State-Space Model for National Football League Scores
• Determining the Number of Factors in the General Dynamic Factor Model
• Inferential Theory for Factor Models of Large Dimensions
• Determining the Number of Factors in Approximate Factor Models

This page was built for publication: Dynamic factor structure of team performances in Liga MX