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Nonlinearity, breaks, and long-range dependence in time-series models
Hillebrand, Eric; Medeiros, Marcelo C. - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 1, pp. 23-41
Persistent link: https://www.econbiz.de/10011691143
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A smooth transition finite mixture model for accommodating unobserved heterogeneity
Kappe, Eelco; DeSarbo, Wayne; Medeiros, Marcelo C. - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 3, pp. 580-592
Persistent link: https://www.econbiz.de/10012262497
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Dynamic score-driven independent component analysis
Hafner, Christian M.; Herwartz, Helmut - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 298-308
Persistent link: https://www.econbiz.de/10014448140
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State-varying factor models of large dimensions
Pelger, Markus; Xiong, Ruoxuan - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1315-1333
Persistent link: https://www.econbiz.de/10013539523
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Interpretable sparse proximate factors for large dimensions
Pelger, Markus; Xiong, Ruoxuan - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1642-1664
Persistent link: https://www.econbiz.de/10013540407
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Composite index construction with expert opinion
Chen, Rong; Ji, Yuanyuan; Jiang, Guolin; Xiao, Han; … - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 1, pp. 67-79
Persistent link: https://www.econbiz.de/10013540640