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Search: subject:"Reduced rank regression"
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Schätztheorie
29
Estimation theory
28
Reduced rank regression
22
reduced rank regression
22
Regression analysis
20
Regressionsanalyse
20
Reduced Rank Regression
16
Cointegration
13
VAR model
13
VAR-Modell
13
Time series analysis
12
Zeitreihenanalyse
12
Kointegration
10
Error correction model
9
Maximum likelihood estimation
9
reduced-rank regression
9
Bayesian
8
Markov Chain Monte Carlo
8
Reduced-rank regression
8
Gaussian VAR model
6
Common features
5
Estimation
5
Estimation algorithm
5
Fractional Cointegration
5
Maximum-Likelihood-Schätzung
5
Schätzung
5
Switching Algorithm
5
I(2)
4
Multivariate Analyse
4
Multivariate analysis
4
Schock
4
Shock
4
Theorie
4
dimension reduction
4
error correctionmodel
4
time varying cointegration
4
vector autoregression
4
Cointegrated VAR model
3
Common cycles
3
Forecasting model
3
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Free
57
Undetermined
25
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Book / Working Paper
52
Article
32
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Working Paper
18
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16
Aufsatz in Zeitschrift
16
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13
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13
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2
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English
55
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29
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Cubadda, Gianluca
13
Koop, Gary
8
Leon-Gonzalez, Roberto
7
Carlini, Federico
6
Phillips, Peter C.B.
5
Strachan, Rodney W.
5
Lasak, Katarzyna
4
Hungnes, Håvard
3
Johansen, Søren
3
Paolo, Paruolo
3
Strachan, Rodney
3
Swensen, Anders Rygh
3
Adrian, Tobias
2
Croux, Christophe
2
Crump, Richard K.
2
Czogiel, Irina
2
Dong, Ruipeng
2
Doornik, Jurgen A.
2
Guardabascio, Barbara
2
Hansen, Peter Reinhard
2
Hecq, Alain
2
Hecq, Alain W. J.
2
Luebke, Karsten
2
Mazzali, Marco
2
Pelagatti, Matteo
2
Vittadini, Giorgio
2
Weihs, Claus
2
Wilms, Ines
2
Zheng, Zemin
2
Łasak, Katarzyna
2
Aßmann, Christian
1
Bao, Ruoyi
1
Bernardini, Emmanuela
1
Bianchi, Annamaria
1
Bijleveld, Catrien
1
Boik, Robert J.
1
Boysen-Hogrefe, Jens
1
Braak, Cajo
1
Chao, John C.
1
Cook, R. Dennis
1
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Cowles Foundation for Research in Economics, Yale University
4
Dipartimento di Economia, Gestione, Società e Istituzioni, Università degli Studi del Molise
3
Facoltà di Economia, Università degli Studi dell'Insubria
3
School of Economics and Management, University of Aarhus
3
Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia
2
Dipartimento di Statistica, Università degli Studi di Milano-Bicocca
2
Rimini Centre for Economic Analysis (RCEA)
2
Society for Computational Economics - SCE
2
C.E.P.R. Discussion Papers
1
Department of Econometrics and Business Statistics, Monash Business School
1
Department of Economics, Leicester University
1
Department of Economics, Oxford University
1
Econometric Society
1
Economics Department, University of Strathclyde
1
Erasmus University Rotterdam, Econometric Institute
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
1
National Graduate Institute for Policy Studies (GRIPS)
1
Scottish Institute for Research in Economics (SIRE)
1
Statistisk Sentralbyrå, Government of Norway
1
Tinbergen Instituut
1
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CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
4
Cowles Foundation Discussion Papers
4
International journal of forecasting
4
Psychometrika
4
CREATES Research Papers
3
Economics & Statistics Discussion Papers
3
Economics and Quantitative Methods
3
CEIS Research Paper
2
Discussion paper / Tinbergen Institute
2
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
2
Journal of Multivariate Analysis
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Tinbergen Institute Discussion Paper
2
Working Paper Series / Rimini Centre for Economic Analysis (RCEA)
2
Working Papers / Dipartimento di Statistica, Università degli Studi di Milano-Bicocca
2
AStA Advances in Statistical Analysis
1
Annals of the Institute of Statistical Mathematics
1
CEA_372Bayes working paper series
1
CEA_372Cass working paper series
1
CEPR Discussion Papers
1
CREATES research paper
1
Computational Statistics & Data Analysis
1
Computational economics
1
Computing in Economics and Finance 2004
1
Computing in Economics and Finance 2005
1
Cowles Foundation discussion paper
1
Discussion Papers
1
Discussion Papers / Statistisk Sentralbyrå, Government of Norway
1
Discussion Papers in Economics
1
Discussion papers / Department of Economics, University of Copenhagen
1
Econometric Institute Report
1
Econometric Institute Research Papers
1
Econometric Society 2004 Far Eastern Meetings
1
Econometrics
1
Econometrics : open access journal
1
Economics Series Working Papers / Department of Economics, Oxford University
1
GRIPS Discussion Papers
1
Journal of Econometrics
1
Journal of Forecasting
1
Journal of business research : JBR
1
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Source
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RePEc
47
ECONIS (ZBW)
29
EconStor
7
BASE
1
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1
The time-varying Multivariate Autoregressive Index model
Cubadda, Gianluca
;
Grassi, Stefano
;
Guardabascio, Barbara
- In:
International journal of forecasting
41
(
2025
)
1
,
pp. 175-190
Persistent link: https://www.econbiz.de/10015440289
Saved in:
2
Sparse time-varying parameter VECMs with an application to modeling electricity prices
Hauzenberger, Niko
;
Pfarrhofer, Michael
;
Rossini, Luca
- In:
International journal of forecasting
41
(
2025
)
1
,
pp. 361-376
Persistent link: https://www.econbiz.de/10015440327
Saved in:
3
Weak exogeneity, cointegration and stability tests
Bianchi, Annamaria
;
Khalaf, Lynda
;
Urga, Giovanni
-
2025
Persistent link: https://www.econbiz.de/10015191531
Saved in:
4
VAR models with an index structure : a survey with new results
Cubadda, Gianluca
-
2025
Persistent link: https://www.econbiz.de/10015476735
Saved in:
5
Post-processing for Bayesian analysis of
reduced
rank
regression
models with orthonormality restrictions
Aßmann, Christian
;
Boysen-Hogrefe, Jens
;
Pape, Markus
- In:
AStA Advances in Statistical Analysis
108
(
2024
)
3
,
pp. 577-609
reduced
rank
regression
models with a part of the parameter space restricted to the Stiefel manifold. Besides inference, we …
Persistent link: https://www.econbiz.de/10015124955
Saved in:
6
The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca
;
Mazzali, Marco
-
2023
Persistent link: https://www.econbiz.de/10014248988
Saved in:
7
Robust estimation of multivariate time series data based on reduced rank model
Xu, Tengteng
;
Deng, Ping
;
Zhang, Riquan
;
Zhao, Weihua
- In:
Journal of forecasting
44
(
2025
)
2
,
pp. 474-484
Persistent link: https://www.econbiz.de/10015374055
Saved in:
8
Robust parallel pursuit for large-scale association network learning
Li, Wenhui
;
Zhou, Xin
;
Dong, Ruipeng
;
Zheng, Zemin
- In:
INFORMS journal on computing : JOC ; charting new …
37
(
2025
)
2
,
pp. 428-445
Persistent link: https://www.econbiz.de/10015434296
Saved in:
9
Reduced rank spatio-temporal models
Pu, Dan
;
Fang, Kuangnan
;
Lan, Wei
;
Yu, Jihai
;
Zhang, …
- In:
Journal of business & economic statistics : JBES ; a …
43
(
2025
)
1
,
pp. 98-109
Persistent link: https://www.econbiz.de/10015533885
Saved in:
10
An econometrician amongst statisticians: T.W. Anderson
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326601
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