Similar Search Results

Predictive accuracy for chaotic economic models

Bordignon, Silvano; Lisi, Francesco - In: Economics letters 70 (2001) 1, pp. 51-58

Persistent link: https://www.econbiz.de/10001534704

Dynamic portfolio strategies : quantitative methods and empirical rules for incomplete information

Dokučaev, Nikolaj G. - 2002

Persistent link: https://www.econbiz.de/10001663981

Forecasting CEE macroeconomic dynamics using a BVAR model

Caraiani, Petre - In: Financial and macroeconomic dynamics in Central and …, (pp. 147-165). 2012

Persistent link: https://www.econbiz.de/10009729226

A dynamic factor model of yield curve as a predictor of the economy

Chauvet, Marcelle; Senyuz, Zeynep - 2012

Persistent link: https://www.econbiz.de/10009570152

Maximum likelihood estimation of factor models on data sets with arbitrary pattern of missing data

Bańbura, Marta; Modugno, Michele - 2010

In this paper we propose a methodology to estimate a dynamic factor model on data sets with an arbitrary pattern of missing data. We modify the Expectation Maximisation (EM) algorithm as proposed for a dynamic factor model by Watson and Engle (1983) to the case with general pattern of missing...

Persistent link: https://www.econbiz.de/10003973189