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  • Search: subject:"Reduced rank regression"
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Year of publication
Subject
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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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Online availability
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Free 57 Undetermined 25
Type of publication
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Book / Working Paper 52 Article 32
Type of publication (narrower categories)
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Working Paper 18 Article in journal 16 Aufsatz in Zeitschrift 16 Arbeitspapier 13 Graue Literatur 13 Non-commercial literature 13 Article 2 Conference paper 1 Konferenzbeitrag 1
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Language
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English 55 Undetermined 29
Author
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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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Institution
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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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Published in...
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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
Showing 1 - 10 of 84
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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
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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
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Weak exogeneity, cointegration and stability tests
Bianchi, Annamaria; Khalaf, Lynda; Urga, Giovanni - 2025
Persistent link: https://www.econbiz.de/10015191531
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VAR models with an index structure : a survey with new results
Cubadda, Gianluca - 2025
Persistent link: https://www.econbiz.de/10015476735
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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
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The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca; Mazzali, Marco - 2023
Persistent link: https://www.econbiz.de/10014248988
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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
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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
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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
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An econometrician amongst statisticians: T.W. Anderson
Phillips, Peter C. B. - 2022
Persistent link: https://www.econbiz.de/10013326601
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