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Search: subject:"Dynamic factor Model"
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dynamic factor model
265
Dynamic factor model
213
Faktorenanalyse
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Factor analysis
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Koopman, Siem Jan
26
Gupta, Rangan
17
Giannone, Domenico
15
Thorsrud, Leif Anders
15
Kabundi, Alain
14
Glocker, Christian
11
Mumtaz, Haroon
11
Modugno, Michele
10
Raknerud, Arvid
10
Reichlin, Lucrezia
10
Schwaab, Bernd
10
Bańbura, Marta
9
Cipollini, Andrea
9
Cristadoro, Riccardo
9
Funke, Michael
9
Jin, Xisong
9
Lenza, Michele
9
Reif, Magnus
9
Diebold, Francis X.
8
Luciani, Matteo
8
Ma, Jun
8
Ravazzolo, Francesco
8
Schröder, Maximilian
8
Vatne, Bjørn Helge
8
Barigozzi, Matteo
7
Herwartz, Helmut
7
Kapetanios, George
7
Korobilis, Dimitris
7
Shintani, Mototsugu
7
Siliverstovs, Boriss
7
Song, Dongho
7
Wegmüller, Philipp
7
Bäurle, Gregor
6
Creal, Drew
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Fuleky, Peter
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Koop, Gary
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6
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6
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6
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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European Central Bank
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Department of Economics, Faculty of Economic and Management Sciences
6
Department of Economics, University of Pennsylvania
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Economic Research Southern Africa (ERSA)
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Banca d'Italia
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Norges Bank
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Tinbergen Instituut
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Centre for Applied Macro- and Petroleum economics (CAMP), BI Handelshøyskolen
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Department of Economics, University of Hawaii-Manoa
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Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
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European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management
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School of Economics and Finance, Queen Mary
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Statistisk Sentralbyrå, Government of Norway
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BBVA Research, Grupo BBVA
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Bank for International Settlements (BIS)
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Center for Financial Studies
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Central Bank of Luxembourg
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Latvijas Banka
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DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
1
Department Volkswirtschaftlehre, Universität Bern
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Working Paper
23
International journal of forecasting
21
Economic modelling
13
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11
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9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Tinbergen Institute Discussion Papers
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Working Paper Series / European Central Bank
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Applied economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of economic dynamics & control
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KOF Working Papers
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Finance and economics discussion series
6
PIER Working Paper Archive
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Working Papers / Department of Economics, Faculty of Economic and Management Sciences
6
Working Papers / Economic Research Southern Africa (ERSA)
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Computational economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Journal of forecasting
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KOF working papers
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Macroeconomic dynamics
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Temi di discussione (Economic working papers)
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Applied economics letters
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BOFIT Discussion Papers
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ECONIS (ZBW)
381
RePEc
209
EconStor
123
BASE
4
Other ZBW resources
4
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An Asset Pricing Approach to Testing General Term Structure Models including Heath-Jarrow-Morton Specifications and Affine Subclasses
Christensen, Bent Jesper
;
Wel, Michel van der
-
School of Economics and Management, University of Aarhus
(quadratic) term in factor loadings. We estimate our general model using likelihood-based
dynamic
factor
model
techniques for a …
Persistent link: https://www.econbiz.de/10008836605
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