//--> //--> //--> //-->
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
~subject:"Faktorenanalyse"
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
Time series in high dimensions...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Faktorenanalyse
Theorie
174
Theory
164
Zeitreihenanalyse
119
Time series analysis
117
Schätzung
81
Estimation
80
Schätztheorie
69
Estimation theory
68
Factor analysis
64
Schock
55
Shock
54
VAR-Modell
48
Prognoseverfahren
47
VAR model
45
Volatilität
44
Volatility
43
Forecasting model
41
Business cycle
37
USA
36
Konjunktur
35
United States
33
EU-Staaten
31
EU countries
30
Statistische Verteilung
29
ARCH-Modell
28
Statistical distribution
26
Dynamische Wirtschaftstheorie
25
ARCH model
24
Economic dynamics
24
Italien
24
Portfolio-Management
24
Statistical test
24
Statistischer Test
24
Multivariate Analyse
23
Geldpolitik
22
Monetary policy
22
Italy
20
Multivariate analysis
20
Portfolio selection
20
more ...
less ...
Online availability
All
Free
45
Undetermined
19
Type of publication
All
Book / Working Paper
55
Article
17
Type of publication (narrower categories)
All
Working Paper
46
Arbeitspapier
38
Graue Literatur
30
Non-commercial literature
30
Article in journal
17
Aufsatz in Zeitschrift
17
Language
All
English
72
Author
All
Barigozzi, Matteo
39
Hallin, Marc
25
Lippi, Marco
23
Zaffaroni, Paolo
16
Forni, Mario
14
Capasso, Marco
10
Luciani, Matteo
10
Alessi, Lucia
8
Soccorsi, Stefano
8
Moneta, Alessio
4
Avarucci, Marco
3
Gambetti, Luca
3
Pesaran, M. Hashem
3
Sala, Luca
3
Thornton, Daniel L.
3
Trucíos, Carlos
3
Cavicchioli, Maddalena
2
Cho, Haeran
2
Giovannelli, Alessandro
2
Hotta, Luiz K.
2
Mazzeu, João H. G.
2
Pereira, Pedro L. Valls
2
Pesaran, Mohammad Hashem
2
Reichlin, Lucrezia
2
Anderson, Brian D. O.
1
Aprigliano, Valentina
1
Cavicchiol, Maddalena
1
Deistler, Manfred
1
Dello Preite, Massimo
1
Emiliozzi, Simone
1
Fryzlewicz, Piotr
1
Hotta, Luiz Koodi
1
Liška, Roman
1
Mathias, Charles
1
Mazzeu, João Henrique Gonçalves
1
Nisol, Gilles
1
Owens, Dom
1
Pirotte, Hugues
1
Sachs, Rainer von
1
Tavakoli, Shahin
1
more ...
less ...
Institution
All
Federal Reserve Bank of St. Louis
1
Published in...
All
ECARES working paper
12
Journal of econometrics
8
Discussion paper / Centre for Economic Policy Research
5
LEM working paper series
4
Discussion papers / CEPR
3
ECB Working Paper
3
FEDS Working Paper
3
Finance and economics discussion series
3
LEM Working Paper Series
3
CESifo Working Paper
2
CESifo working papers
2
Working paper series / European Central Bank
2
Cambridge working papers in economics
1
EIEF working paper
1
Econometric theory
1
Econometrics : open access journal
1
Economics working paper series
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Journal of the American Statistical Association : JASA
1
Papers on Economics and Evolution
1
Papers on economics and evolution
1
Questioni di economia e finanza
1
Structural change and economic dynamics : SC+ED
1
The econometrics journal
1
Working paper
1
Working paper series : paper ...
1
more ...
less ...
Source
All
ECONIS (ZBW)
64
EconStor
8
Showing
1
-
10
of
72
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic factor models with infinite-dimensional factor space : asymptotic analysis
Forni, Mario
;
Hallin, Marc
;
Lippi, Marco
;
Zaffaroni, Paolo
-
2015
Persistent link: https://www.econbiz.de/10011289217
Saved in:
2
Dynamic factor models with infinite-dimensional factor space : asymptotic analysis
Forni, Mario
;
Hallin, Marc
;
Lippi, Marco
;
Zaffaroni, Paolo
-
2015
Persistent link: https://www.econbiz.de/10011289241
Saved in:
3
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:
4
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis
Forni, Mario
;
Hallin, Marc
;
Lippi, Marco
;
Zaffaroni, Paolo
- In:
Journal of econometrics
199
(
2017
)
1
,
pp. 74-92
Persistent link: https://www.econbiz.de/10011818962
Saved in:
5
Eigenvalue ratio estimators for the number of common factors
Cavicchioli, Maddalena
;
Forni, Mario
;
Lippi, Marco
; …
-
2016
Persistent link: https://www.econbiz.de/10011544556
Saved in:
6
Inferential theory for generalized dynamic factor models
Barigozzi, Matteo
;
Hallin, Marc
;
Luciani, Matteo
; …
-
2021
Persistent link: https://www.econbiz.de/10012614627
Saved in:
7
Inferential theory for generalized dynamic factor models
Barigozzi, Matteo
;
Hallin, Marc
;
Luciani, Matteo
; …
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-41
Persistent link: https://www.econbiz.de/10015074449
Saved in:
8
Frequency-band estimation of the number of factors detecting the main business cycle shocks
Avarucci, Marco
;
Cavicchiol, Maddalena
;
Forni, Mario
; …
-
2022
Persistent link: https://www.econbiz.de/10013466051
Saved in:
9
The main business cycle shock(s) : frequency-band estimation of the number of dynamic factors
Avarucci, Marco
;
Cavicchioli, Maddalena
;
Forni, Mario
; …
-
2022
Persistent link: https://www.econbiz.de/10013188777
Saved in:
10
Dynamic factor model with infinite dimensional factor space : forecasting
Forni, Mario
;
Giovannelli, Alessandro
;
Lippi, Marco
; …
-
2016
Persistent link: https://www.econbiz.de/10011482273
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->