Dynamic Specification Tests for Dynamic Factor Models

Journal of Applied Econometrics - United States
doi 10.1002/jae.2678
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Wiley

Related search

Specification Tests of Parametric Dynamic Conditional Quantiles

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2010English

Empirical Bayes Methods for Dynamic Factor Models

Review of Economics and Statistics
EconomicsEconometricsSocial Sciences
2017English

Dynamic Factor Models for the Volatility Surface

SSRN Electronic Journal
2015English

Dynamic Factor Models for the Volatility Surface

Advances in Econometrics
EconomicsEconometrics
2016English

Non-Stationary Dynamic Factor Models for Large Datasets

Finance and Economics Discussion Series
2016English

A Spectral EM Algorithm for Dynamic Factor Models

SSRN Electronic Journal
2016English

Simultaneous Statistical Inference in Dynamic Factor Models

Contributions to Statistics
2016English

Calibrating Dynamic Factor Models With Genetic Algorithms

Communications in Computer and Information Science
MathematicsComputer Science
2018English

Data-Rich DSGE and Dynamic Factor Models

IMF Working Papers
2011English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy