Dynamic Factor Models In Estimation And Forecasting

DOWNLOAD

Download Dynamic Factor Models In Estimation And Forecasting PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Dynamic Factor Models In Estimation And Forecasting book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page

Dynamic Factor Models

DOWNLOAD
Author : Siem Jan Koopman
language : en
Publisher: Emerald Group Publishing
Release Date : 2016-01-08

Dynamic Factor Models written by Siem Jan Koopman and has been published by Emerald Group Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-01-08 with Business & Economics categories.

This volume explores dynamic factor model specification, asymptotic and finite-sample behavior of parameter estimators, identification, frequentist and Bayesian estimation of the corresponding state space models, and applications.

Dynamic Factor Models In Estimation And Forecasting

DOWNLOAD
Author : Victor Bystrov
language : en
Publisher:
Release Date : 2008

Dynamic Factor Models In Estimation And Forecasting written by Victor Bystrov and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Econometrics categories.

Generalized Dynamic Factor Models And Volatilities

DOWNLOAD
Author : Matteo Barigozzi
language : en
Publisher:
Release Date : 2015

Generalized Dynamic Factor Models And Volatilities written by Matteo Barigozzi and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015 with categories.

Time Series In High Dimension The General Dynamic Factor Model

DOWNLOAD
Author : Marc Hallin
language : en
Publisher: World Scientific Publishing Company
Release Date : 2020-03-30

Time Series In High Dimension The General Dynamic Factor Model written by Marc Hallin and has been published by World Scientific Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-03-30 with Business & Economics categories.

Factor models have become the most successful tool in the analysis and forecasting of high-dimensional time series. This monograph provides an extensive account of the so-called General Dynamic Factor Model methods. The topics covered include: asymptotic representation problems, estimation, forecasting, identification of the number of factors, identification of structural shocks, volatility analysis, and applications to macroeconomic and financial data.

Forecasting Austrian Gdp Using The Generalized Dynamic Factor Model

DOWNLOAD
Author : Martin Schneider
language : en
Publisher:
Release Date : 2004

Forecasting Austrian Gdp Using The Generalized Dynamic Factor Model written by Martin Schneider and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Austria categories.

The Generalized Dynamic Factor Model

DOWNLOAD
Author :
language : en
Publisher:
Release Date : 2002

The Generalized Dynamic Factor Model written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with Economic forecasting categories.

The Generalized Dynamic Factor Model

DOWNLOAD
Author :
language : en
Publisher:
Release Date : 2002

The Generalized Dynamic Factor Model written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with categories.

Factor Models In Large Cross Sections Of Time Series

DOWNLOAD
Author : Lucrezia Reichlin
language : en
Publisher:
Release Date : 2002

Factor Models In Large Cross Sections Of Time Series written by Lucrezia Reichlin and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with Business cycles categories.

Large Dimensional Factor Analysis

DOWNLOAD
Author : Jushan Bai
language : en
Publisher: Now Publishers Inc
Release Date : 2008

Large Dimensional Factor Analysis written by Jushan Bai and has been published by Now Publishers Inc this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Business & Economics categories.

Large Dimensional Factor Analysis provides a survey of the main theoretical results for large dimensional factor models, emphasizing results that have implications for empirical work. The authors focus on the development of the static factor models and on the use of estimated factors in subsequent estimation and inference. Large Dimensional Factor Analysis discusses how to determine the number of factors, how to conduct inference when estimated factors are used in regressions, how to assess the adequacy pf observed variables as proxies for latent factors, how to exploit the estimated factors to test unit root tests and common trends, and how to estimate panel cointegration models.

A Sorted Leading Indicators Dynamic Slid Factor Model For Short Run Euro Area Gdp Forecasting

DOWNLOAD
Author : Daniel Grenouilleau
language : en
Publisher:
Release Date : 2004

A Sorted Leading Indicators Dynamic Slid Factor Model For Short Run Euro Area Gdp Forecasting written by Daniel Grenouilleau and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Economic forecasting categories.

Recoge: 1.The model - 2.Data selection and processing - 3.Forecast performances - 4.A few remarks about model robustness - 5.Conclusion - 6.References - 7.Annex.