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Comparative analysis of ecological capital management in tea lands: a multivariate factor model approach
Vijesandiran, Sangaran - In: International journal of economic perspectives : IJEP 11 (2017) 2, pp. 811-821
Persistent link: https://www.econbiz.de/10012202011
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Methods of a multivariate analysis of non-metric data in evaluating the generational perception of social characteristics
Stanimir, Agnieszka - In: Folia oeconomica Stetinensia : FOS 20 (2020) 1, pp. 390-407
Persistent link: https://www.econbiz.de/10012628003
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Estimating large-scale factor models for economic activity in Germany : do they outperform simpleer models? : übertreffen sie einfachere Modelle?
Schumacher, Christian; Dreger, Christian - In: Jahrbücher für Nationalökonomie und Statistik 224 (2004) 6, pp. 731-750
Persistent link: https://www.econbiz.de/10002419372
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Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009
Persistent link: https://www.econbiz.de/10003814581
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A latent dynamic factor approach to forecasting multivariate stock market volatility
Gribisch, Bastian - In: Empirical economics : a journal of the Institute for … 55 (2018) 2, pp. 621-651
Persistent link: https://www.econbiz.de/10011949857
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Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Aït-Sahalia, Yacine; Xiu, Dacheng - In: Journal of econometrics 201 (2017) 2, pp. 384-399
Persistent link: https://www.econbiz.de/10011920525
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Modeling multivariate volatilities via latent common factors
Li, Weiming; Gao, Jing; Li, Kunpeng; Yao, Qiwei - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 4, pp. 564-573
Persistent link: https://www.econbiz.de/10011692411
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Multiple risk factor dependence structures : copulas and related properties
Su, Jianxi; Furman, Edward - In: Insurance / Mathematics & economics 74 (2017), pp. 109-121
Persistent link: https://www.econbiz.de/10011712411
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Macroeconomic forecasting using approximate factor models with outliers
Chou, Ray Yeutien; Yen, Tso-Jung; Yen, Yu-min - In: International journal of forecasting 36 (2020) 2, pp. 267-291
Persistent link: https://www.econbiz.de/10012414745
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A robust procedure to build dynamic factor models with cluster structure
Alonso, Andrés M.; Galeano, Pedro; Peña, Daniel - In: Journal of econometrics 216 (2020) 1, pp. 35-52
Persistent link: https://www.econbiz.de/10012439635