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Conditional forecasts on SVAR models using the Kalman filter

Camba-Méndez, Gonzalo - In: Economics letters 115 (2012) 3, pp. 376-378

Persistent link: https://www.econbiz.de/10009632391

Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling

Camba-Méndez, Gonzalo (contributor); … - 2008

Testing and estimating the rank of a matrix of estimated parameters is key in a large variety of econometric modelling scenarios. This paper describes general methods to test for and estimate the rank of a matrix, and provides details on a variety of modelling scenarios in the econometrics...

Persistent link: https://www.econbiz.de/10003636063

Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling

Camba-Méndez, Gonzalo; Kapetanios, George - In: Econometric reviews 28 (2009) 6, pp. 581-611

Persistent link: https://www.econbiz.de/10003881191

An automatic leading indicator, variable reduction and variable selection methods using small and large datasets : forecasting the industrial production growth for euro area econom...

Camba-Méndez, Gonzalo; Kapetanios, George; Papailias, Fotis - 2015

Persistent link: https://www.econbiz.de/10010516546

Statistical tests of the rank of a matrix and their applications in econometric modelling

Camba-Méndez, Gonzalo (contributor); … - 2005

Persistent link: https://www.econbiz.de/10002846232

An automatic leading indicator of economic activity : forecasting GDP growth for European countries

Camba-Méndez, Gonzalo (contributor) - 1999 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001558133

Testing the rank of the Hankel matrix : a statistical approach

Camba-Méndez, Gonzalo - 2001

Persistent link: https://www.econbiz.de/10013434335

Spectral based methods to identify common trends and common cycles

Camba-Méndez, Gonzalo - 2001

Persistent link: https://www.econbiz.de/10013434350

Estimating the rank of the spectral density matrix

Camba-Méndez, Gonzalo - 2004

Persistent link: https://www.econbiz.de/10013434685

An automatic leading indicator of economic activity : forecasting GDP growth for European countries

Camba-Mendez, Gonzalo (contributor) - 1999

Persistent link: https://www.econbiz.de/10001400015

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