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Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002808264
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Dynamic factor models
Doz, Catherine; Fuleky, Peter - 2019
Persistent link: https://www.econbiz.de/10012234624
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Estimation of characteristics-based quantile factor models
Chen, Liang; Dolado, Juan J.; Gonzalo, Jesús; Pan, Haozi - 2023
Persistent link: https://www.econbiz.de/10014252757
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Dynamic factors models in forecasting Latvia's gross domestic product
Ajevskis, Viktors (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003732633
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Tests of equal accuracy for nested models with estimated factors
Gonçalves, Sílvia; McCracken, Michael W.; Perron, Benoit - 2015
Persistent link: https://www.econbiz.de/10011392844
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An empirical study of Asian stock volatility using stochastic volatility factor model : factor analysis and forecasting
Lui, Silvia S. W. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003402009
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Factor analysis using subspace factor models : some theoretical results and an application to UK inflation forecasting
Kapetanios, George (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867252
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Business cycle dynamics after the Great Recession : an extended Markov-Switching Dynamic Factor Model
Doz, Catherine; Ferrara, Laurent; Pionnier, Pierre-Alain - 2020
Persistent link: https://www.econbiz.de/10012244551
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Indentifying and interpreting the factors in factor models via sparsity : different approaches
Despois, Thomas; Doz, Catherine - 2022 - This version: March 2, 2022
Persistent link: https://www.econbiz.de/10013207014
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FRED-SD: a real-time database for state-level data with forecasting applications
Bokun, Kathryn O.; Jackson, Laura; Kliesen, Kevin L.; … - 2020
Persistent link: https://www.econbiz.de/10012308190