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subject:"Estimation"
~isPartOf:"CREATES research paper"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Factor rotation"
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Estimation
Zeitreihenanalyse
Factor analysis
39
Faktorenanalyse
39
Theorie
23
Theory
23
Schätzung
17
USA
16
United States
16
Forecasting model
10
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Ergemen, Yunus Emre
3
Hillebrand, Eric
3
Mikkelsen, Jakob Guldbæk
3
Cunha, Flávio
2
Heckman, James J.
2
Schennach, Susanne M.
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Urga, Giovanni
2
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1
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Hou, Kewei
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1
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1
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1
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1
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1
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CREATES research paper
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
67
International journal of forecasting
44
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Discussion paper / Tinbergen Institute
24
Working paper
24
Economics letters
21
CESifo working papers
14
Discussion paper / Centre for Economic Policy Research
12
Journal of applied econometrics
12
Journal of forecasting
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
SFB 649 discussion paper
11
CEMMAP working papers / Centre for Microdata Methods and Practice
10
Cambridge working papers in economics
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ECARES working paper
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Finance research letters
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Journal of economic dynamics & control
7
The North American journal of economics and finance : a journal of financial economics studies
7
The econometrics journal
7
CEMFI working paper
6
Documentos de trabajo / Banco de España
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Working paper series / European Central Bank
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CAMA working paper series
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ECONIS (ZBW)
19
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1
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
2
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
-
2020
Persistent link: https://www.econbiz.de/10012433967
Saved in:
3
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
-
2019
Persistent link: https://www.econbiz.de/10012316908
Saved in:
4
A parametric factor model of the term structure of mortality
Haldrup, Niels
;
Rosenskjold, Carsten P. T.
-
2018
Persistent link: https://www.econbiz.de/10011797536
Saved in:
5
Size and value in China
Liu, Jianan
;
Stambaugh, Robert F.
;
Yuan, Yu
-
2018
Persistent link: https://www.econbiz.de/10011844595
Saved in:
6
q5
Hou, Kewei
;
Mo, Haitao
;
Xue, Chen
;
Zhang, Lu
-
2018
Persistent link: https://www.econbiz.de/10011888412
Saved in:
7
Testing for time-varying loadings in dynamic factor models
Mikkelsen, Jakob Guldbæk
-
2017
Persistent link: https://www.econbiz.de/10011706038
Saved in:
8
Generalized efficient inference on factor models with long-range dependence
Ergemen, Yunus Emre
-
2016
Persistent link: https://www.econbiz.de/10011421769
Saved in:
9
Estimating the technology of children's skill formation
Agostinelli, Francesco
;
Wiswall, Matthew
-
2016
Persistent link: https://www.econbiz.de/10011523927
Saved in:
10
A dynamic multi-level factor model with long-range dependence
Ergemen, Yunus Emre
;
Rodríguez-Caballero, Carlos Vladimir
-
2016
Persistent link: https://www.econbiz.de/10011524107
Saved in:
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