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Factor analysis
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Discussion paper / Centre for Economic Policy Research
Psychometrika
164
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Factor-midas for now- and forecasting with ragged-edge data : a model comparison for German GDP
Marcellino, Massimiliano
;
Schumacher, Christian
-
2008
Persistent link: https://www.econbiz.de/10003668462
Saved in:
22
Comparing alternative predictors based on large-panel factor models
D'Agostino, Antonello
;
Giannone, Domenico
-
2007
Persistent link: https://www.econbiz.de/10003593201
Saved in:
23
A parametric estimation method for dynamic factor models of large dimensions
Kapetanios, George
;
Marcellino, Massimiliano
-
2006
Persistent link: https://www.econbiz.de/10003322844
Saved in:
24
A quasi maximum likelihood approach for large approximate dynamic factor models
Doz, Catherine
;
Giannone, Domenico
;
Reichlin, Lucrezia
-
2006
Persistent link: https://www.econbiz.de/10003353030
Saved in:
25
Factor
Analysis
in a New-Keynesian Model
Beyer, Andreas
;
Farmer, Roger E. A.
;
Henry, Jérôme
; …
-
2005
relevance of these problems and we propose remedies to weak identification based on recent developments in
factor
analysis
for …
Persistent link: https://www.econbiz.de/10013424677
Saved in:
26
Direct estimation of the risk neutral factor dynamics of affine term structure models
Bams, Dennis
-
1998
Persistent link: https://www.econbiz.de/10013422670
Saved in:
27
Let's get real : a dynamic factor analytical approach to disaggregated business cycle
Forni, Mario
;
Reichlin, Lucrezia
-
1995
Persistent link: https://www.econbiz.de/10013422144
Saved in:
28
Dynamic common factors in large cross-sections
Forni, Mario
-
1995
Persistent link: https://www.econbiz.de/10013422153
Saved in:
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