SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Factor extraction using Kalman filter and smoothing: This is not just another survey
16 references·0 citing·37 second hop
Factor extraction using Kalman filter and smoothing: This is not just another survey (2021)Factor extraction using Kalman filter and…Real-Time Measurement of Business Conditions (2009)Real-Time Measurement of Busi…Nowcasting: The real-time informational content of macroeconomic data (2008)Nowcasting: The real-time inf…The macroeconomy and the yield curve: a dynamic latent factor approach (2005)The macroeconomy and the yiel…A PANIC Attack on Unit Roots and Cointegration (2004)A PANIC Attack on Unit Roots …International Business Cycles: World, Region, and Country-Specific Factors (2003)International Business Cycles…Inferential Theory for Factor Models of Large Dimensions (2003)Inferential Theory for Factor…Forecasting the Term Structure of Government Bond Yields (2003)Forecasting the Term Structur…Forecasting Using Principal Components From a Large Number of Predictors (2002)Forecasting Using Principal C…Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…The Generalized Dynamic-Factor Model: Identification and Estimation (2000)The Generalized Dynamic-Facto…Multivariate Stochastic Variance Models (1994)Multivariate Stochastic Varia…Forecasting, Structural Time Series Models and the Kalman Filter (1990)Forecasting, Structural Time …New Indexes of Coincident and Leading Economic Indicators (1989)New Indexes of Coincident and…Testing for Common Trends (1988)Testing for Common TrendsThe Scree Test For The Number Of Factors (1966)The Scree Test For The Number…Statistical Inference in Factor Analysis (1956)Statistical Inference in Fact…Tests for Unit Roots: A Monte Carlo Investigation (1989)Forecasting inflation (1999)Panel Data Models With Interactive Fixed Effects (2009)Business Cycle Modeling Without Pretending to Have Too Much A Priori Economic Theory (1977)Panels with Nonstationary Multifactor Error Structures (2006)Exploring the international linkages of the euro area: a global VAR analysis (2007)U.S. Monetary Policy and the Global Financial Cycle (2020)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Transition Modeling and Econometric Convergence Tests (2007)Macroeconomic Forecasting Using Diffusion Indexes (2002)Measuring Uncertainty (2015)The Application of Electronic Computers to Factor Analysis (1960)A Rationale and Test for the Number of Factors in Factor Analysis (1965)The Eating Attitudes Test: psychometric features and clinical correlates (1982)Evaluating the use of exploratory factor analysis in psychological research. (1999)Best Practices for Developing and Validating Scales for Health, Social, and Behavioral Research: A Primer (2018)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Discretion versus policy rules in practice (1993)Sovereign default and debt renegotiation (2009)A New Perspective on Gaussian Dynamic Term Structure Models (2010)Forecasting Inflation (2013)Statistical analysis of cointegration vectors (1988)Testing for unit roots in heterogeneous panels (2003)A Simple Panel Unit Root Test in the Presence of Cross Section Dependence (2004)CO2 emissions, economic growth, energy consumption, trade and urbanization in new EU member and candidate countries: A panel data analysis (2014)The Conditional CAPM and the Cross-Section of Expected Returns (1996)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Measuring the Output Responses to Fiscal Policy (2012)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Handbook on Constructing Composite Indicators (2005)Handbook on Constructing Composite Indicators: Methodology and User Guide (2008)
this work references cited by second hop

References

  • 1966The Scree Test For The Number Of Factors13,549 cited
  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 1990Forecasting, Structural Time Series Models and the Kalman Filter4,101 cited
  • 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
  • 1988Testing for Common Trends1,894 cited
  • 2004A PANIC Attack on Unit Roots and Cointegration1,890 cited
  • 2003Forecasting the Term Structure of Government Bond Yields1,838 cited
  • 1989New Indexes of Coincident and Leading Economic Indicators1,795 cited
  • 2000The Generalized Dynamic-Factor Model: Identification and Estimation1,709 cited
  • 2003Inferential Theory for Factor Models of Large Dimensions1,688 cited
  • 1994Multivariate Stochastic Variance Models1,367 cited
  • 2003International Business Cycles: World, Region, and Country-Specific Factors1,234 cited
  • 2008Nowcasting: The real-time informational content of macroeconomic data1,153 cited
  • 2005The macroeconomy and the yield curve: a dynamic latent factor approach967 cited
  • 1956Statistical Inference in Factor Analysis966 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2009
Real-Time Measurement of Business Conditions
916 cited

Cited by

No citing works inside the corpus for this window.