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Factor analysis using subspace factor models : some theoretical results and an application to UK inflation forecasting
Kapetanios, George
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867252
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A comparison of estimation methods for dynamic factor models of large dimensions
Kapetanios, George
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867670
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Dynamic factor extraction of cross-sectional dependence in panel unit root tests
Kapetanios, George
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920602
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A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea
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contributor
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920657
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