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State space model，Dynamic factor model状态空间模型动态因子模型VARMA model
2 个回复 - 257 次查看 State space model，Dynamic factor model状态空间模型动态因子模型Stata III-4-7 TS Dynamic factor model State space model State space model Dynamic factor model VARMA model State space mod ...2023-11-9 16:38 - 2023Hua - 现金交易版

Dynamic Factor Models动态因子模型
0 个回复 - 218 次查看 Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Struc ...2023-11-9 16:25 - 2023Hua - 现金交易版

Study of Dynamic Multifactor Model Application In China A-Shares
2 个回复 - 676 次查看【作者(必填)】Ying Lan 【文题(必填)】Study of Dynamic Multifactor Model Application In China A-Shares 【年份(必填)】2022 【全文链接或数据库名称(选填)】https://joi.pm-research.com/content/earl ...2022-11-8 10:21 - siliantou6 - 求助成功区

Dynamic Semiparametric Factor Model With Structural Breaks
1 个回复 - 583 次查看【作者(必填)】 232 【文题(必填)】 Dynamic Semiparametric Factor Model With Structural Breaks 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://amstat.tandfonline.com/doi/full/10.1080/07350 ...2021-6-2 16:22 - internet.hzx - 求助成功区

The dynamic factor network model with an application to international trade
2 个回复 - 729 次查看【作者(必填)】 FalkBräuning 【文题(必填)】 The dynamic factor network model with an application to international trade【年份(必填)】 2019 【全文链接或数据库名称(选填)】https://www.sciencedir ...2019-12-8 23:17 - internet.hzx - 求助成功区

Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Marke
1 个回复 - 813 次查看【作者(必填)】 obert C. Jung[/backcolor], Roman Liesenfeld[/backcolor] & Jean-François Richard[/backcolor] 【文题(必填)】 Dynamic Factor Models for Multivariate Count Data: An Application to S ...2016-12-24 13:21 - internet.hzx - 求助成功区

Fixed-Effects Dynamic Panel Models, a Factor Analytical Method
1 个回复 - 612 次查看【作者(必填)】Jushan Bai 【文题(必填)】 Fixed-Effects Dynamic Panel Models, a Factor Analytical Method 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/doi/10.39 ...2014-3-28 08:58 - xuqiuhua - 求助成功区

Dynamic Factor Model - OUP
4 个回复 - 1377 次查看【作者(必填)】Stock and Watson 【文题(必填)】Dynamic Factor Model 【年份(必填)】2011 【全文链接或数据库名称(选填)】 http://www.oxfordhandbooks.com/view/10.1093/oxfordhb/9780195398649.001.000 ...2013-6-24 05:56 - 夏目贵志 - 求助成功区

Study of Dynamic Multifactor Model Application In China A-Shares
0 个回复 - 729 次查看【作者(必填)】 Ying Lan 【文题(必填)】 Study of Dynamic Multifactor Model Application In China A-Shares【年份(必填)】 2022 【全文链接或数据库名称(选填)】 The Journal of Investing joi.2022.1.223; ...2022-2-10 21:10 - jiangwulian7 - 文献求助专区

Matlab做Dynamic factor model
0 个回复 - 2630 次查看求教论坛里的各位，有没有人会写用dynamic factor model做out of sample forecasting的matlab code？可否共享一下？先谢过了!2015-3-20 10:54 - 彼岸.星空 - MATLAB等数学软件专版

动态因子模型 dynamic factor model
0 个回复 - 4640 次查看有弄过 Forecast Error Variance Decomposition 的同学么？我现在有一组真实值和预测值，已经求出它们之间的mean squared error。有同学知道怎么把它跟Forecast Error Variance Decomposition 联系上吗？ ...2011-6-28 12:59 - dior@live.hk - 宏观经济学

Wavelet Estimation for Dynamic Factor Models with Time-Varying Loadings
0 个回复 - 627 次查看 2004-12-14 19:06 - 产品管理355 - Forum

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