Narrow search
Showing 1 - 10 of 1,962
Cover Image
Short-term GDP forecasting with a mixed-frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano; Porqueddu, Mario; Venditti, … - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 1, pp. 118-127
Persistent link: https://www.econbiz.de/10011691233
Cover Image
The Kernel trick for nonlinear factor modeling
Kutateladze, Varlam - In: International journal of forecasting 38 (2022) 1, pp. 165-177
Persistent link: https://www.econbiz.de/10013347745
Cover Image
Essays on the large dimensional approximate dynamic factor model
Schmid, Frank - 2009
Persistent link: https://www.econbiz.de/10013436419
Cover Image
Long memory factor model : on estimation of factor memories
Cheung, Ying Lun - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 756-769
Persistent link: https://www.econbiz.de/10013534489
Cover Image
Large-dimensional dynamic factor models : estimation of impulse–response functions with I(1) cointegrated factors
Barigozzi, Matteo; Lippi, Marco; Luciani, Matteo - In: Journal of econometrics 221 (2021) 2, pp. 455-482
Persistent link: https://www.econbiz.de/10012619245
Cover Image
High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
Chang, Jinyuan; Guo, Bin; Yao, Qiwei - In: Journal of econometrics 189 (2015) 2, pp. 297-312
Persistent link: https://www.econbiz.de/10011504536
Cover Image
Convergence analysis of Chinese corporations' debt leverage utilizing the nonlinear time-varying factor model
Xiao, Hailian; Zhou, Chuanli; Zhuang, Kaijie; He, Jin - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 7, pp. 2065-2078
Persistent link: https://www.econbiz.de/10012549870
Cover Image
LM-type tests for idiosyncratic and common unit roots in the exact factor model with AR(1) dynamics
Solberger, Martin; Zhou, Xingwu - 2013
Persistent link: https://www.econbiz.de/10010199464
Cover Image
Modeling high-dimensional unit-root time series
Gao, Zhaoxing; Tsay, Ruey S. - In: International journal of forecasting 37 (2021) 4, pp. 1535-1555
Persistent link: https://www.econbiz.de/10013274312
Cover Image
Factor-augmented QVAR models : an observation-driven approach
Alanya-Beltran, Willy - In: Macroeconomic dynamics 28 (2024) 4, pp. 970-989
Persistent link: https://www.econbiz.de/10015055127