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isPartOf:"CAMA working paper series"
~isPartOf:"ECARES working paper"
~isPartOf:"Staff reports / Federal Reserve Bank of New York"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Varimax rotation"
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Zeitreihenanalyse
Factor analysis
27
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27
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14
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11
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Hallin, Marc
9
Barigozzi, Matteo
6
Forni, Mario
2
Lippi, Marco
2
Soccorsi, Stefano
2
Zaffaroni, Paolo
2
Chan, Joshua
1
Del Negro, Marco
1
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1
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1
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1
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1
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1
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1
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CAMA working paper series
ECARES working paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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10
Economics letters
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CESifo working papers
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of forecasting
7
CREATES research paper
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Cambridge working papers in economics
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Oxford bulletin of economics and statistics
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SFB 649 discussion paper
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ECONIS (ZBW)
17
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1
Dynamic factor models: a genealogy
Barigozzi, Matteo
;
Hallin, Marc
-
2023
Persistent link: https://www.econbiz.de/10014391458
Saved in:
2
Disentangling structural breaks in high dimensional factor models
Koo, Bonsoo
;
Wong, Benjamin
;
Zhong, Ze-Yu
-
2023
Persistent link: https://www.econbiz.de/10014266817
Saved in:
3
Inferential theory for generalized dynamic factor models
Barigozzi, Matteo
;
Hallin, Marc
;
Luciani, Matteo
; …
-
2021
Persistent link: https://www.econbiz.de/10012614627
Saved in:
4
High-dimensional functional factor models
Hallin, Marc
;
Nisol, Gilles
;
Tavakoli, Shahin
-
2019
Persistent link: https://www.econbiz.de/10012064780
Saved in:
5
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
-
2019
Persistent link: https://www.econbiz.de/10012064799
Saved in:
6
On the robustness of the general dynamic factor model with infinite-dimensional space : identification, estimation, and forecasting
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hotta, Luiz K.
; …
-
2019
Persistent link: https://www.econbiz.de/10012179660
Saved in:
7
An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
-
2019
Persistent link: https://www.econbiz.de/10012223998
Saved in:
8
Forecasting energy commodity prices : a large global dataset sparse approach
Ferrari, Davide
;
Ravazzolo, Francesco
;
Vespignani, Joaquin
-
2019
Persistent link: https://www.econbiz.de/10012224686
Saved in:
9
Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
-
2018
Persistent link: https://www.econbiz.de/10012064840
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/10011672373
Saved in:
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