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Identification of macroeconomic factors in large panels
Bork, Lasse; Dewachter, Hans; Houssa, Romain - 2009
Persistent link: https://www.econbiz.de/10003883594
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Forecast combinations
Aiolfi, Marco; Capistrán Carmona, Carlos; Timmermann, Allan - 2010
Persistent link: https://www.econbiz.de/10003968390
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Factor-based forecasting in the presende of outliers : are factors better selected and estimated by the median than by the mean?
Kristensen, Johannes Tang - 2012
Persistent link: https://www.econbiz.de/10009546012
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Generalized efficient inference on factor models with long-range dependence
Ergemen, Yunus Emre - 2016
Persistent link: https://www.econbiz.de/10011421769
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The forecasting power of the yield curve, a supervised factor model approach
Boldrini, Lorenzo; Hillebrand, Eric T. - 2015
Persistent link: https://www.econbiz.de/10011327706
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Supervision in factor models using a large number of predictors
Boldrini, Lorenzo; Hillebrand, Eric T. - 2015
Persistent link: https://www.econbiz.de/10011327708
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A dynamic multi-level factor model with long-range dependence
Ergemen, Yunus Emre; Rodríguez-Caballero, Carlos Vladimir - 2016
Persistent link: https://www.econbiz.de/10011524107
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Dynamic factor models for the volatility surface
Wel, Michael van der; Ozturk, Sait R.; Dijk, Dick van - 2015
Persistent link: https://www.econbiz.de/10011516999
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Maximum likelihood estimation of time-varying loadings in high-dimensional factor models
Mikkelsen, Jakob Guldbæk; Hillebrand, Eric; Urga, Giovanni - 2015
Persistent link: https://www.econbiz.de/10011409357
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Housing price forecastability : a factor analysis
Bork, Lasse; Møller, Stig V. - 2012
Persistent link: https://www.econbiz.de/10009541862