Robustness and the General Dynamic Factor Model With Infinite-Dimensional Space : Identification, Estimation, and Forecasting
Year of publication: |
2020
|
---|---|
Authors: | Trucíos, Carlos |
Other Persons: | Mazzeu, João Henrique Gonçalves (contributor) ; Hotta, Luiz Koodi (contributor) ; Valls Pereira, Pedro L. (contributor) ; Hallin, Marc (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Faktorenanalyse | Factor analysis | Prognoseverfahren | Forecasting model |
Extent: | 1 Online-Ressource (33 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 30, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3509166 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
On the use of spectral value decomposition for the construction of composite indices
Farnia, Luca, (2019)
-
Dynamic factor model with infinite dimensional factor space : forecasting
Forni, Mario, (2016)
-
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu, (2015)
- More ...
-
Trucíos, Carlos, (2020)
-
Trucíos, Carlos, (2019)
-
Trucíos, Carlos, (2019)
- More ...