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~person:"Bauwens, Luc"
~person:"Forni, Mario"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Dynamisches Modell"
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Dynamische Wirtschaftstheorie
5
Economic dynamics
5
Time series analysis
3
Zeitreihenanalyse
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Factor analysis
2
Faktorenanalyse
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Generalized dynamic factor models
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Vector processes with singular spectral density
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Aggregation
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Bayes-Statistik
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Econometrics
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Heteroskedastizität
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High-dimensional time series
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Multivariate analysis
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One-sided representations for dynamic factor models
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One-sided representations of dynamic factor models
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Aufsatz in Zeitschrift
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Bauwens, Luc
Forni, Mario
Szidarovszky, Ferenc
8
Maliar, Lilia
6
Maliar, Serguei
6
Matsumoto, Akio
6
Arcidiacono, Peter
5
Battaglini, Marco
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Bischi, Gian Italo
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Hallin, Marc
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Judd, Kenneth L.
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Lippi, Marco
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Santos Santos, Manuel
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Aarle, Bas van
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Bhattacharya, Rabindra N.
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Bianconi, Marcelo
4
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Engwerda, Jacob Christiaan
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Graziani, Carlo
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Lima, Gilberto Tadeu
4
Majumdar, Mukul
4
Stachurski, John
4
Stefanou, Spiro E.
4
Tramontana, Fabio
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Turnovsky, Stephen J.
4
Aadland, David
3
Andersen, Torben M.
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Bergh, Jeroen C. J. M. van den
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Besomi, Daniele
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Brida, Juan Gabriel
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Bénassy, Jean-Pascal
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Fernández-Villaverde, Jesús
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Fosgerau, Mogens
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Gardini, Laura
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Goldbaum, David
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Gong, Liutang
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Gowrisankaran, Gautam
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Harris, Mark N.
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Journal of mathematical economics
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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
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2
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:
3
Bayesian inference for the mixed conditional heteroskedasticity model
Bauwens, Luc
;
Rombouts, Jeroen V. K.
- In:
The econometrics journal
10
(
2007
)
2
,
pp. 408-425
Persistent link: https://www.econbiz.de/10003560012
Saved in:
4
The generalized dynamic factor model consistency and rates
Forni, Mario
;
Hallin, Marc
;
Lippi, Marco
;
Reichlin, Lucrezia
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 231-255
Persistent link: https://www.econbiz.de/10001956174
Saved in:
5
Aggregation of linear dynamic microeconomic models
Forni, Mario
;
Lippi, Marco
- In:
Journal of mathematical economics
31
(
1999
)
1
,
pp. 131-158
Persistent link: https://www.econbiz.de/10001418762
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