Narrow search
Showing 1 - 6 of 6
Cover Image
A conditionally heteroskedastic independent factor model with an application to financial stock returns
García-Ferrer, Antonio; González-Prieto, Ester; … - In: International journal of forecasting 28 (2012) 1, pp. 70-93
Persistent link: https://www.econbiz.de/10009582082
Cover Image
Wavelet estimation for dynamic factor models with time-varying loadings
Cataño, Duván Humberto; Rodríguez-Caballero, Carlos … - 2019
Persistent link: https://www.econbiz.de/10012316927
Cover Image
A robust procedure to build dynamic factor models with cluster structure
Alonso, Andrés M.; Galeano, Pedro; Peña, Daniel - In: Journal of econometrics 216 (2020) 1, pp. 35-52
Persistent link: https://www.econbiz.de/10012439635
Cover Image
30 years of cointegration and dynamic factor models forecasting and its future with big data : editorial
Escribano, Álvaro; Peña, Daniel; Ruiz, Esther - In: International journal of forecasting 37 (2021) 4, pp. 1333-1337
Persistent link: https://www.econbiz.de/10013274271
Cover Image
Sparse estimation of dynamic principal components for forecasting high-dimensional time series
Peña, Daniel; Smucler, Ezequiel; Yohai, Victor J. - In: International journal of forecasting 37 (2021) 4, pp. 1498-1508
Persistent link: https://www.econbiz.de/10013274304
Cover Image
Special section : 30 years of cointegration and dynamic factor models
Escribano, Álvaro (ed.); Peña, Daniel (ed.);  … - 2021
Persistent link: https://www.econbiz.de/10013274618