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~person:"Forni, Mario"
~subject:"Estimation theory"
~subject:"Generalized Dynamic Factor Models"
~subject:"Schätzung"
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Estimation theory
Generalized Dynamic Factor Models
Schätzung
Dynamische Wirtschaftstheorie
13
Economic dynamics
13
Factor analysis
9
Faktorenanalyse
9
Time series analysis
8
Zeitreihenanalyse
8
Theorie
7
Theory
7
Panel
4
Panel study
4
Aggregation
3
Macroeconomics
3
Makroökonomik
3
USA
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United States
3
1959-2014
2
Business cycle
2
Economic forecast
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Estimation
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2
Generalized dynamic factor models
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2
Vector processes with singular spectral density
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Wirtschaftsprognose
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Business Cycle
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Consistency and rates
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DSGE
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Dynamic equilibrium
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Dynamische Makroökonomie
1
Dynamisches Gleichgewicht
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Economic indicator
1
Frequency Bands
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High-dimensional time series
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Linear algebra
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Lineare Algebra
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Forni, Mario
Koopman, Siem Jan
12
Eickmeier, Sandra
9
Berkowitz, Jeremy
8
Diebold, Francis X.
8
Ohanian, Lee E.
8
Breitung, Jörg
7
Linzert, Tobias
7
Qin, Duo
7
Semmler, Willi
7
Peters, Bettina
6
Schorfheide, Frank
6
Trede, Mark
6
Wilfling, Bernd
6
Arcidiacono, Peter
5
Aruoba, S. Borağan
5
Falk, Martin
5
Fryges, Helmut
5
Hsiao, Cheng
5
Hu, Yingyao
5
Koebel, Bertrand M.
5
Roberts, Mark J.
5
Vuong, Van Anh
5
Andini, Corrado
4
Archontakis, Theofanis
4
Christoffel, Kai
4
Doz, Catherine
4
Hendel, Igal
4
Jungbacker, Borus
4
Kuester, Keith
4
Peralta-Alva, Adrian
4
Wel, Michel van der
4
Adrian, Tobias
3
Aguirregabiria, Victor
3
Azevedo, João Valle e
3
Blanchard, Olivier J.
3
Bun, Maurice J. G.
3
Christoffel, Kai Philipp
3
Cipollini, Andrea
3
Crump, Richard K.
3
Cui, Guowei
3
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Discussion paper / Centre for Economic Policy Research
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Discussion papers / CEPR
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ECONIS (ZBW)
2
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The main business cycle shock(s) : frequency-band estimation of the number of dynamic factors
Avarucci, Marco
;
Cavicchioli, Maddalena
;
Forni, Mario
; …
-
2022
Persistent link: https://www.econbiz.de/10013188777
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2
Eigenvalue ratio estimators for the number of common factors
Cavicchioli, Maddalena
;
Forni, Mario
;
Lippi, Marco
; …
-
2016
Persistent link: https://www.econbiz.de/10011544556
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