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Dynamic factor models
Breitung, Jörg; Eickmeier, Sandra - In: Allgemeines statistisches Archiv : AStA ; journal of … 90 (2006) 1, pp. 27-42
Persistent link: https://www.econbiz.de/10003284766
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Dynamic factor models
Breitung, Jörg; Eickmeier, Sandra - In: Modern econometric analysis : surveys on recent …, (pp. 25-40). 2006
Persistent link: https://www.econbiz.de/10003375817
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Dynamic factor models
Breitung, Jörg (contributor); Eickmeier, Sandra (contributor) - 2005
Factor models can cope with many variables without running into scarce degrees of freedom problems often faced in a regression-based analysis. In this article we review recent work on dynamic factor models that have become popular in macroeconomic policy analysis and forecasting. By means of an...
Persistent link: https://www.econbiz.de/10003227088
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Dynamic Factor Models
Breitung, Jörg - 2016
Persistent link: https://www.econbiz.de/10012991215
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Dynamic Factor Models
Breitung, Jörg; Eickmeier, Sandra - 2006
Factor models can cope with many variables without running into scarce degrees of freedom problems often faced in a regression-based analysis. In this article we review recent work on dynamic factor models that have become popular in macroeconomic policy analysis and forecasting. By means of an...
Persistent link: https://www.econbiz.de/10014061201
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A multivariate measure of persistence
Breitung, Jörg - 1990
Persistent link: https://www.econbiz.de/10000800204
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On model based seasonal adjustment procedures
Breitung, Jörg - 1998
Persistent link: https://www.econbiz.de/10000992216
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Rank tests for nonlinear cointegration relationships
Breitung, Jörg - 1998
Persistent link: https://www.econbiz.de/10000993117
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Testing for unit roots in panel data using a GMM approach
Breitung, Jörg - In: Statistical papers 38 (1997) 3, pp. 253-269
Persistent link: https://www.econbiz.de/10001229051
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Dynamische Modelle für die Paneldatenanalyse
Breitung, Jörg - 1992
Persistent link: https://www.econbiz.de/10000852414