//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~subject:"Factor analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Block Bootstrap Consistency Un...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Factor analysis
Zeitreihenanalyse
1,402
Time series analysis
1,401
Theorie
820
Theory
820
Forecasting model
583
Prognoseverfahren
583
Estimation theory
475
Schätztheorie
475
Bootstrap approach
215
Bootstrap-Verfahren
215
Estimation
204
Schätzung
203
Volatility
173
Volatilität
173
Nichtparametrisches Verfahren
142
Nonparametric statistics
142
Statistical test
138
Statistischer Test
138
Regression analysis
113
Regressionsanalyse
112
Stochastic process
100
Stochastischer Prozess
100
VAR model
93
VAR-Modell
93
Faktorenanalyse
88
Bayes-Statistik
87
Bayesian inference
87
Cointegration
87
ARCH model
86
ARCH-Modell
86
Kointegration
86
Forecasting
80
Economic forecast
78
Wirtschaftsprognose
78
State space model
77
USA
76
United States
76
Zustandsraummodell
76
Capital income
74
more ...
less ...
Online availability
All
Undetermined
64
Free
2
Type of publication
All
Article
85
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
85
Aufsatz in Zeitschrift
85
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Aufsatzsammlung
1
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
88
Author
All
Hallin, Marc
5
Koopman, Siem Jan
5
Marcellino, Massimiliano
5
Barigozzi, Matteo
4
Peña, Daniel
4
Fan, Jianqing
3
Liao, Yuan
3
Lippi, Marco
3
Ruiz, Esther
3
Baltagi, Badi H.
2
Blasques, Francisco
2
Camacho, Maximo
2
Chen, Rong
2
Clements, Michael P.
2
Ergemen, Yunus Emre
2
Escribano, Álvaro
2
Forni, Mario
2
Gonçalves, Sílvia
2
Kao, Chihwa
2
Liu, Xialu
2
Luciani, Matteo
2
Modugno, Michele
2
Perron, Benoit
2
Reichlin, Lucrezia
2
Sachs, Rainer von
2
Schumacher, Christian
2
Su, Liangjun
2
Wang, Fa
2
Wang, Xia
2
Zaffaroni, Paolo
2
Algaba, Andres
1
Alonso, Andrés M.
1
Anatolyev, Stanislav
1
Andersen, Torben
1
Andreini, Paolo
1
Asai, Manabu
1
Aït-Sahalia, Yacine
1
Bai, Jushan
1
Bantis, Evripidis
1
Berke, Olaf
1
more ...
less ...
Published in...
All
International journal of forecasting
Journal of econometrics
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Discussion paper / Tinbergen Institute
15
ECARES working paper
11
Working paper
10
Economics letters
9
CESifo working papers
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of forecasting
7
CREATES research paper
6
Cambridge working papers in economics
6
Economic modelling
6
The econometrics journal
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
CEMFI working paper
5
Documentos de trabajo / Banco de España
5
Econometric reviews
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Energy economics
5
Finance and economics discussion series
5
Journal of financial economics
5
Research paper series / Swiss Finance Institute
5
Applied economics letters
4
CAMA working paper series
4
Cambridge-INET working papers
4
Discussion paper
4
Discussion paper / Centre for Economic Policy Research
4
Discussion paper / Deutsche Bundesbank
4
Econometrics : open access journal
4
FEDS Working Paper
4
SFB 649 discussion paper
4
Bundesbank Series 1 Discussion Paper
3
Computational economics
3
Discussion papers / CEPR
3
Economics : the open-access, open-assessment e-journal
3
FRB of New York Staff Report
3
Journal of economic dynamics & control
3
Journal of financial econometrics
3
Oxford bulletin of economics and statistics
3
more ...
less ...
Source
All
ECONIS (ZBW)
88
Showing
1
-
10
of
88
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bootstrapping factor models with cross sectional dependence
Gonçalves, Sílvia
;
Perron, Benoit
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 476-495
Persistent link: https://www.econbiz.de/10012483168
Saved in:
2
Bootstrapping factor-augmented regression models
Gonçalves, Sílvia
;
Perron, Benoit
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 156-173
Persistent link: https://www.econbiz.de/10010497094
Saved in:
3
Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data
Schumacher, Christian
;
Breitung, Jörg
- In:
International journal of forecasting
24
(
2008
)
3
,
pp. 386-398
Persistent link: https://www.econbiz.de/10003764088
Saved in:
4
Forecasting macroeconomic variables using collapsed dynamic factor analysis
Bräuning, Falk
;
Koopman, Siem Jan
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 572-584
Persistent link: https://www.econbiz.de/10010513606
Saved in:
5
A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates
Foroni, Claudia
;
Marcellino, Massimiliano
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 554-568
Persistent link: https://www.econbiz.de/10010513618
Saved in:
6
Forecasting macroeconomic time series : LASSO-based approaches and their forecast combinations with dynamic factor models
Li, Jiahan
;
Chen, Weiye
- In:
International journal of forecasting
30
(
2014
)
4
,
pp. 996-1015
Persistent link: https://www.econbiz.de/10010517772
Saved in:
7
Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models
Zhou, Xiaocong
;
Nakajima, Jouchi
;
West, Mike
- In:
International journal of forecasting
30
(
2014
)
4
,
pp. 963-980
Persistent link: https://www.econbiz.de/10010517774
Saved in:
8
Dynamic factor models with infinite-dimensional factor spaces : one-sided representations
Forni, Mario
;
Hallin, Marc
;
Lippi, Marco
;
Zaffaroni, Paolo
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 359-371
Persistent link: https://www.econbiz.de/10011348429
Saved in:
9
Cross-sectional averages versus principal components
Westerlund, Joakim
;
Urbain, Jean-Pierre
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 372-377
Persistent link: https://www.econbiz.de/10011349044
Saved in:
10
Risks of large portfolios
Fan, Jianqing
;
Liao, Yuan
;
Shi, Xiaofeng
- In:
Journal of econometrics
186
(
2015
)
2
,
pp. 367-387
Persistent link: https://www.econbiz.de/10011349458
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->