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~subject:"Zeitreihenanalyse"
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Search: subject:"Factor Models"
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Zeitreihenanalyse
factor models
487
Faktorenanalyse
468
Factor analysis
425
Factor models
421
Schätzung
370
Estimation
341
Theorie
332
Theory
294
Prognoseverfahren
273
Forecasting model
245
Time series analysis
216
Kapitaleinkommen
171
Capital income
166
CAPM
159
dynamic factor models
151
Portfolio-Management
150
Portfolio selection
145
Dynamic factor models
138
Factor Models
111
Schätztheorie
101
Forecasting
99
Volatilität
98
Estimation theory
97
forecasting
95
Volatility
93
Dynamic Factor Models
87
Wirtschaftsprognose
79
EU-Staaten
76
Economic forecast
74
Frühindikator
74
Business cycle
73
Welt
73
Konjunktur
72
Leading indicator
72
Panel
71
Bayes-Statistik
67
Bayesian inference
67
Börsenkurs
65
EU countries
62
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Free
108
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94
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Article
123
Book / Working Paper
105
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Article in journal
125
Aufsatz in Zeitschrift
125
Working Paper
89
Graue Literatur
82
Non-commercial literature
82
Arbeitspapier
77
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3
Hochschulschrift
3
Aufsatz im Buch
1
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English
228
Author
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Hallin, Marc
17
Barigozzi, Matteo
15
Kapetanios, George
8
Marcellino, Massimiliano
7
Winter, Jasper de
7
Wolters, Maik H.
7
Forni, Mario
6
Grassi, Stefano
5
Koopman, Siem Jan
5
Lippi, Marco
5
Luciani, Matteo
5
Zaffaroni, Paolo
5
Bailey, Natalia
4
Camacho, Maximo
4
Casarin, Roberto
4
Corona, Francisco
4
Doz, Catherine
4
Ergemen, Yunus Emre
4
Lucchetti, Riccardo
4
Poncela, Pilar
4
Potjagailo, Galina
4
Ravazzolo, Francesco
4
Ruiz, Esther
4
Smeekes, Stephan
4
Soccorsi, Stefano
4
Buncic, Daniel
3
Clements, Michael P.
3
Dijk, Herman K. van
3
Hall, Stephen G.
3
Hindrayanto, Irma
3
Martínez-Martín, Jaime
3
Masini, Ricardo
3
Medeiros, Marcelo C.
3
Musolesi, Antonio
3
Ng, Serena
3
Palm, Franz C.
3
Pesaran, M. Hashem
3
Pirschel, Inske
3
Proietti, Tommaso
3
Reichlin, Lucrezia
3
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Journal of econometrics
24
International journal of forecasting
20
ECARES working paper
9
Discussion paper / Tinbergen Institute
5
ECB Working Paper
5
Economic modelling
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Working paper
5
Discussion papers / CEPR
4
Applied economics letters
3
CAMA working paper series
3
Economics : the open-access, open-assessment e-journal
3
Economics letters
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of financial economics
3
Journal of forecasting
3
Quantitative finance
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Applied economics
2
Cambridge working papers in economics
2
Cambridge-INET working papers
2
DNB working paper
2
DNB working papers
2
Discussion paper
2
Discussion paper / Statistics Netherlands
2
Documentos de trabajo / Banco de España
2
Econometric reviews
2
Econometrics : open access journal
2
Economics : the open-access, open-assessment journal
2
Energy economics
2
Finance and economics discussion series
2
Handbook of economic forecasting ; Volume 2B
2
Journal of applied econometrics
2
KOF working papers
2
Kiel working paper
2
Temi di discussione / Banca d'Italia
2
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
2
The econometrics journal
2
Working Paper / Bank of Greece
2
Working paper series
2
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ECONIS (ZBW)
216
EconStor
12
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1
The dynamic, the static, and the weak
factor
models
and the analysis of high-dimensional time series
Barigozzi, Matteo
;
Hallin, Marc
-
2024
Persistent link: https://www.econbiz.de/10015050256
Saved in:
2
Bayesian analysis of verbal autopsy data using
factor
models
with age- and sex-dependent associations between symptoms
Kunihama, Tsuyoshi
;
Li, Zehang Richard
;
Clark, Samuel J.
; …
-
2024
Persistent link: https://www.econbiz.de/10014506748
Saved in:
3
Improving the robustness of Markov-Switching dynamic
factor
models
with time-varying volatility
Aumond, Romain
;
Royer, Julien
-
2024
Persistent link: https://www.econbiz.de/10014486414
Saved in:
4
Model scan of factors in U.K. stock returns
Fletcher, Jonathan
;
Marshall, Andrew P.
;
O’Connell, …
- In:
The European journal of finance
30
(
2024
)
13
,
pp. 1548-1561
Persistent link: https://www.econbiz.de/10014636579
Saved in:
5
Factor-augmented QVAR models : an observation-driven approach
Alanya-Beltran, Willy
- In:
Macroeconomic dynamics
28
(
2024
)
4
,
pp. 970-989
Persistent link: https://www.econbiz.de/10015055127
Saved in:
6
Factor selection and structural breaks
Chib, Siddhartha
;
Smith, Simon C.
-
2024
-
Draft: May 31, 2024
Persistent link: https://www.econbiz.de/10015055696
Saved in:
7
Inferential theory for generalized dynamic
factor
models
Barigozzi, Matteo
;
Hallin, Marc
;
Luciani, Matteo
; …
-
2021
Persistent link: https://www.econbiz.de/10012614627
Saved in:
8
Forecasting inflation: the use of dynamic factor analysis and nonlinear combinations
Hall, Stephen G.
;
Tavlas, George S.
;
Wang, Yongli
-
2023
Persistent link: https://www.econbiz.de/10014249603
Saved in:
9
Slow expectation-maximization convergence in low-noise dynamic
factor
models
Opschoor, Daan
;
Dijk, Dick van
-
2023
-noise dynamic
factor
models
, commonly used in macroeconomic forecasting and nowcasting. We show analytically and in Monte Carlo …
Persistent link: https://www.econbiz.de/10014249849
Saved in:
10
Estimation of large volatility matrices with low-rank signal plus sparse noise structures
Dai, Runyu
;
Matsuda, Yasumasa
-
2023
Persistent link: https://www.econbiz.de/10014310363
Saved in:
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