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ECONIS (ZBW)
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1
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
2
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
-
2020
Persistent link: https://www.econbiz.de/10012433967
Saved in:
3
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model
Peng, Siyang
;
Shaojun, Guo
;
Long, Yonghong
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 539-563
Persistent link: https://www.econbiz.de/10013364893
Saved in:
4
Testing for time-varying factor loadings in high-dimensional factor models
Xu, Wen
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 918-965
Persistent link: https://www.econbiz.de/10013364920
Saved in:
5
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
-
2019
Persistent link: https://www.econbiz.de/10012316908
Saved in:
6
Wavelet estimation for dynamic factor models with time-varying loadings
Cataño, Duván Humberto
;
Rodríguez-Caballero, Carlos …
-
2019
Persistent link: https://www.econbiz.de/10012316927
Saved in:
7
A parametric factor model of the term structure of mortality
Haldrup, Niels
;
Rosenskjold, Carsten P. T.
-
2018
Persistent link: https://www.econbiz.de/10011797536
Saved in:
8
Model selection in factor-augmented regressions with estimated factors
Djogbenou, Antoine A.
- In:
Econometric reviews
40
(
2021
)
5
,
pp. 470-503
Persistent link: https://www.econbiz.de/10012515615
Saved in:
9
Testing for time-varying loadings in dynamic factor models
Mikkelsen, Jakob Guldbæk
-
2017
Persistent link: https://www.econbiz.de/10011706038
Saved in:
10
Identification of the linear factor model
Williams, Benjamin D.
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 92-109
Persistent link: https://www.econbiz.de/10012181544
Saved in:
11
Generalized efficient inference on factor models with long-range dependence
Ergemen, Yunus Emre
-
2016
Persistent link: https://www.econbiz.de/10011421769
Saved in:
12
A dynamic multi-level factor model with long-range dependence
Ergemen, Yunus Emre
;
Rodríguez-Caballero, Carlos Vladimir
-
2016
Persistent link: https://www.econbiz.de/10011524107
Saved in:
13
Maximum likelihood estimation of time-varying loadings in high-dimensional factor models
Mikkelsen, Jakob Guldbæk
;
Hillebrand, Eric
;
Urga, Giovanni
-
2015
Persistent link: https://www.econbiz.de/10011409357
Saved in:
14
Dynamic factor models for the volatility surface
Wel, Michael van der
;
Ozturk, Sait R.
;
Dijk, Dick van
-
2015
Persistent link: https://www.econbiz.de/10011516999
Saved in:
15
The forecasting power of the yield curve, a supervised factor model approach
Boldrini, Lorenzo
;
Hillebrand, Eric T.
-
2015
Persistent link: https://www.econbiz.de/10011327706
Saved in:
16
Supervision in factor models using a large number of predictors
Boldrini, Lorenzo
;
Hillebrand, Eric T.
-
2015
Persistent link: https://www.econbiz.de/10011327708
Saved in:
17
Model selection for factor analysis : some new criteria and performance comparisons
Choi, In
;
Jeong, Hanbat
- In:
Econometric reviews
38
(
2019
)
6
,
pp. 577-596
Persistent link: https://www.econbiz.de/10012181337
Saved in:
18
Improving the finite sample performance of autoregression estimators in dynamic factor models : a bootstrap approach
Shintani, Mototsugu
;
Guo, Zi-Yi
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 360-379
Persistent link: https://www.econbiz.de/10012039266
Saved in:
19
Estimation of factor-augmented panel regressions with weakly influential factors
Reese, Simon
;
Westerlund, Joakim
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 401-465
Persistent link: https://www.econbiz.de/10012039354
Saved in:
20
Housing price forecastability : a factor analysis
Bork, Lasse
;
Møller, Stig V.
-
2012
Persistent link: https://www.econbiz.de/10009541862
Saved in:
21
Factor-based forecasting in the presende of outliers : are factors better selected and estimated by the median than by the mean?
Kristensen, Johannes Tang
-
2012
Persistent link: https://www.econbiz.de/10009546012
Saved in:
22
Forecasting and nowcasting real GDP : comparing statistical models and subjective forecasts
Jansen, Willem Jos
;
Jin, Xiaowen
;
Winter, Jasper de
-
2012
Persistent link: https://www.econbiz.de/10009678590
Saved in:
23
Determining the number of factors with potentially strong within-block correlations in error terms
Han, Xu
;
Caner, Mehmet
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 946-969
Persistent link: https://www.econbiz.de/10011795541
Saved in:
24
Forecasting GDP growth in times of crisis : private sector forecasts versus statistical models
Winter, Jasper de
-
2011
Persistent link: https://www.econbiz.de/10009373906
Saved in:
25
The local power of the CADF and CIPS panel unit root tests
Westerlund, Joakim
;
Hosseinkouchack, Mehdi
;
Solberger, …
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 845-870
Persistent link: https://www.econbiz.de/10011589920
Saved in:
26
Variable selection, estimation and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2010
Persistent link: https://www.econbiz.de/10003978514
Saved in:
27
Forecast combinations
Aiolfi, Marco
;
Capistrán Carmona, Carlos
;
Timmermann, Allan
-
2010
Persistent link: https://www.econbiz.de/10003968390
Saved in:
28
Constructing common factors from continuous and categorical data
Ng, Serena
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 1141-1171
Persistent link: https://www.econbiz.de/10011483453
Saved in:
29
Independent factor autoregressive conditional density model
Ghalanos, Alexios
;
Rossi, Eduardo
;
Urga, Giovanni
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 594-616
Persistent link: https://www.econbiz.de/10011373255
Saved in:
30
Factor model forecasts of exchange rates
Engel, Charles
;
Mark, Nelson C.
;
West, Kenneth D.
- In:
Econometric reviews
34
(
2015
)
1/2
,
pp. 32-55
Persistent link: https://www.econbiz.de/10011373312
Saved in:
31
Identification of macroeconomic factors in large panels
Bork, Lasse
;
Dewachter, Hans
;
Houssa, Romain
-
2009
Persistent link: https://www.econbiz.de/10003883594
Saved in:
32
The multivariate supOU stochastic volatility model
Barndorff-Nielsen, Ole E.
;
Stelzer, Robert
-
2009
Persistent link: https://www.econbiz.de/10003878816
Saved in:
33
A predictive approach for selection of diffusion index models
Ando, Tomohiro
;
Tsay, Ruey S.
- In:
Econometric reviews
33
(
2014
)
1/4
,
pp. 68-99
Persistent link: https://www.econbiz.de/10010358477
Saved in:
34
Identifying regional and sectoral dynamics of the Dutch staffing labour cycle
Reijer, Ard H. J. den
-
2007
Persistent link: https://www.econbiz.de/10003596367
Saved in:
35
Information, data dimension and factor structure
Jacobs, Jan
;
Otter, Pieter W.
;
Reijer, Ard H. J. den
-
2007
Persistent link: https://www.econbiz.de/10003596368
Saved in:
36
Econometric analysis of high dimensional VARS featuring a dominant unit
Chudik, Alexander
;
Pesaran, M. Hashem
- In:
Econometric reviews
32
(
2013
)
5/6
,
pp. 592-649
Persistent link: https://www.econbiz.de/10009758630
Saved in:
37
Determining the number of factors and lag order in dynamic factor models : a minimum entropy approach
Jacobs, Jan
;
Otter, Pieter W.
- In:
Econometric reviews
27
(
2008
)
4/6
,
pp. 385-397
Persistent link: https://www.econbiz.de/10003761299
Saved in:
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