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Simultaneous statistical inference in dynamic factor models_ Chi-square approximation and model-b...Dickhaus, Thorsten_ Sirotko-Sibirskaya,.pdf            616.0 KB
Siem Jan Koopman_ Eric Hillebrand - Dynamic Factor Models.pdf            18.9 MB
Scenario analysis for derivative portfolios via dynamic factor models  Haugh, Martin B._ Ruiz Lacedelli,.pdf            1.0 MB
Robust test for structural instability in dynamic factor models  Kim, Byungsoo _Song,.pdf            1.9 MB
Quantifying Drivers of Forecasted Returns Using Approximate Dynamic Factor Models for Mixed-Frequency Panel Data...Defend, Monica .pdf            2.5 MB
Prediction of Singular VARs and an Application to Generalized Dynamic Factor Models  Hörmann, Siegfried_ Nisol, Gilles.pdf            263.0 KB
Markov-switching dynamic factor models in real time  Camacho, Maximo_ Perez-Quiros,.pdf            735.0 KB
Joint analysis of the discount factor and payoff parameters in dynamic discrete choice models  Komarova, Tatiana_ Sanches,.pdf            285.0 KB
Inferential theory for generalized dynamic factor models Barigozzi, Matteo.pdf            1.0 MB
Identifying the discount factor in dynamic discrete choice models  Abbring, Jaap H._ Daljord, .pdf            340.0 KB
High-Dimensional Dynamic Factor Models_ A Selective Survey and Lines of Future Research  Lippi, Marco 2.pdf            732.0 KB
Generalized dynamic factor models and volatilities_ Consistency, rates, and prediction intervals  Barigozzi, Matteo_ Hallin,.pdf            1.3 MB
Empirical Bayes Methods for Dynamic Factor Models  Koopman, S.J._ Mesters, G..pdf            709.0 KB
Early warning systems using dynamic factor models_ An application to Asian economies  Truong, Chi .pdf            1.8 MB
Dynamic specification tests for dynamic factor models  Fiorentini, Gabriele_ Sentana, .pdf            1.3 MB
Dynamic factor models_ Does the specification matter  Miranda, Karen .pdf            1.1 MB
Dynamic factor models with clustered loadings_ Forecasting education flows using unemployment data  Blasques, Francisco.pdf            1.7 MB
Closed-Form Multi-Factor Copula Models with Observation-Driven Dynamic Factor Loadings  Opschoor, Anne_ Lucas,.pdf            1.0 MB
Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode ident...Kaufmann, Sylvia_ Schumacher,.pdf            1.7 MB
A robust procedure to build dynamic factor models with cluster structure  Alonso, Andrés M._ Galeano,..pdf            1.0 MB
A dynamic factor model approach to incorporate Big Data in state space models for official statis...Schiavoni, Caterina.pdf            749.0 KB



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关键词：Dynamic 动态因子模型 factor models model