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Search: subject:"reduced‐rank regression"
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Schätztheorie
25
Estimation theory
24
reduced rank regression
22
Reduced rank regression
21
Reduced Rank Regression
16
Regression analysis
16
Regressionsanalyse
16
Cointegration
12
VAR model
11
VAR-Modell
11
Time series analysis
10
Zeitreihenanalyse
10
Error correction model
9
Kointegration
9
Bayesian
8
Markov Chain Monte Carlo
8
Maximum likelihood estimation
8
reduced-rank regression
8
Gaussian VAR model
6
Reduced-rank regression
6
Common features
5
Estimation algorithm
5
Fractional Cointegration
5
Switching Algorithm
5
Estimation
4
I(2)
4
Maximum-Likelihood-Schätzung
4
Schock
4
Schätzung
4
Shock
4
dimension reduction
4
error correctionmodel
4
time varying cointegration
4
vector autoregression
4
Cointegrated VAR model
3
Common cycles
3
Forecasting model
3
Multivariate Analyse
3
Multivariate analysis
3
Prognoseverfahren
3
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Free
54
Undetermined
23
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Book / Working Paper
51
Article
28
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Working Paper
17
Arbeitspapier
12
Article in journal
12
Aufsatz in Zeitschrift
12
Graue Literatur
12
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2
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English
50
Undetermined
29
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Cubadda, Gianluca
11
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
Doornik, Jurgen A.
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
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
Deng, Ping
1
Dobrev, Dobrislav
1
Dong, Ruipeng
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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Cowles Foundation Discussion Papers
4
Psychometrika
4
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
3
CREATES Research Papers
3
Economics & Statistics Discussion Papers
3
Economics and Quantitative Methods
3
CEIS Research Paper
2
Discussion paper / Tinbergen Institute
2
International journal of forecasting
2
Journal of Multivariate Analysis
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
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
1
Journal of Econometrics
1
Journal of Forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of business research : JBR
1
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Source
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RePEc
47
ECONIS (ZBW)
24
EconStor
7
BASE
1
Showing
1
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79
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1
The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca
;
Mazzali, Marco
-
2023
Persistent link: https://www.econbiz.de/10014248988
Saved in:
2
Weak exogeneity, cointegration and stability tests
Bianchi, Annamaria
;
Khalaf, Lynda
;
Urga, Giovanni
-
2025
Persistent link: https://www.econbiz.de/10015191531
Saved in:
3
Dimension reduction for high dimensional vector autoregressive models
Cubadda, Gianluca
;
Hecq, Alain W. J.
-
2022
Persistent link: https://www.econbiz.de/10013257768
Saved in:
4
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:
5
The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca
;
Mazzali, Marco
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 126-150
Persistent link: https://www.econbiz.de/10014528100
Saved in:
6
Mining the factor zoo : estimation of latent factor models with sufficient proxies
Wan, Runzhe
;
Li, Yingying
;
Lu, Wenbin
;
Song, Rui
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10015074454
Saved in:
7
Reduced
rank
regression
models in economics and finance
Cubadda, Gianluca
;
Hecq, Alain W. J.
-
2021
Persistent link: https://www.econbiz.de/10013257759
Saved in:
8
Simultaneous dimension reduction and variable selection for multinomial logistic regression
Wen, Canhong
;
Li, Zhenduo
;
Dong, Ruipeng
;
Ni, Yijin
; …
- In:
INFORMS journal on computing : JOC ; charting new …
35
(
2023
)
5
,
pp. 1044-1060
Persistent link: https://www.econbiz.de/10014422914
Saved in:
9
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:
10
An econometrician amongst statisticians: T.W. Anderson
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326601
Saved in:
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