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~person:"Hallin, Marc"
~person:"Melard, Guy"
~person:"Reichlin, Lucrezia"
~person:"Volgushev, Stanislav"
~subject:"High-dimensional time series"
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High-dimensional time series
Theorie
69
Theory
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Zeitreihenanalyse
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Estimation theory
29
Schätztheorie
29
Factor analysis
23
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Statistische Verteilung
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time series
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ranks
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Dynamische Wirtschaftstheorie
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English
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Hallin, Marc
Melard, Guy
Reichlin, Lucrezia
Volgushev, Stanislav
Barigozzi, Matteo
4
Hotta, Luiz K.
2
Mazzeu, João H. G.
2
Pereira, Pedro L. Valls
2
Trucíos, Carlos
2
Zaffaroni, Paolo
2
Zevallos, Mauricio
2
Forni, Mario
1
Lippi, Marco
1
Luciani, Matteo
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Nisol, Gilles
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Tavakoli, Shahin
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ECARES working paper
6
Journal of econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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ECONIS (ZBW)
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1
Dynamic factor models: a genealogy
Barigozzi, Matteo
;
Hallin, Marc
-
2023
Persistent link: https://www.econbiz.de/10014391458
Saved in:
2
Manfred Deistler and the general dynamic factor model approach to the analysis of high-dimensional time series
Hallin, Marc
-
2022
Persistent link: https://www.econbiz.de/10013415114
Saved in:
3
Inferential theory for generalized dynamic factor models
Barigozzi, Matteo
;
Hallin, Marc
;
Luciani, Matteo
; …
-
2021
Persistent link: https://www.econbiz.de/10012614627
Saved in:
4
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10013540629
Saved in:
5
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
-
2019
Persistent link: https://www.econbiz.de/10012064776
Saved in:
6
High-dimensional functional factor models
Hallin, Marc
;
Nisol, Gilles
;
Tavakoli, Shahin
-
2019
Persistent link: https://www.econbiz.de/10012064780
Saved in:
7
Generalized dynamic factor models and volatilities : estimation and forecasting
Barigozzi, Matteo
;
Hallin, Marc
-
2015
Persistent link: https://www.econbiz.de/10011289224
Saved in:
8
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis
Forni, Mario
;
Hallin, Marc
;
Lippi, Marco
;
Zaffaroni, Paolo
- In:
Journal of econometrics
199
(
2017
)
1
,
pp. 74-92
Persistent link: https://www.econbiz.de/10011818962
Saved in:
9
Generalized dynamic factor models and volatilities : estimation and forecasting
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 307-321
Persistent link: https://www.econbiz.de/10011920497
Saved in:
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