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System identification by dynamic factor models
Heij, Christiaan - 1995
Persistent link: https://www.econbiz.de/10000904952
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On the consistency of identification by dynamic factor models
Heij, Christiaan; Scherrer, Wolfgang - 1994
Persistent link: https://www.econbiz.de/10000910784
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Consistency of system identification by global total least squares
Heij, Christiaan; Scherrer, Wolfgang - 1996
Persistent link: https://www.econbiz.de/10000937910
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Behavioural approximation of stochastic processes by rank reduced spectra
Heij, Christiaan; Scherrer, Wolfgang - 1996
Persistent link: https://www.econbiz.de/10000959335
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Identification of system behaviours by approximation of time series data
Scherrer, Wolfgang; Heij, Christiaan - 1997
Persistent link: https://www.econbiz.de/10000964990
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System identifiability from finite time series
Heij, Christiaan - 1991
Persistent link: https://www.econbiz.de/10000842027
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System identification by dynamic factor models
Heij, Christiaan; Scherrer, Wolfgang; Deistler, Manfred - 1998
Persistent link: https://www.econbiz.de/10000977638
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Estimated parameters do not get the "wrong sign" due to collinearity across included variables
Franses, Philip Hans (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001658835
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Forecasting the yield curve in a data-rich environment using the factor-augmented Nelson-Siegel model
Exterkate, Peter; Dijk, Dick van; Heij, Christiaan; … - 2010
Persistent link: https://www.econbiz.de/10003987315
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Improved forecasting with leading indicators : the principal covariate index
Heij, Christiaan (contributor); Dijk, Dick van (contributor) - 2007
Persistent link: https://www.econbiz.de/10003484195