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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

Dynamic Nexus between macroeconomic factors and CO2 emissions
1 个回复 - 282 次查看【作者(必填)】Gazi,M.A.I.,Nahiduzzaman,M. 【文题(必填)】Dynamic Nexus between macroeconomic factors and CO2 emissions: Evidence from oil-producing countries 【年份(必填)】2022 【全文链接或数据 ...2023-1-20 03:47 - hkswen - 求助成功区

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 U.S. Business Cycle, 1867-2006: A Dynamic Factor Approach
1 个回复 - 574 次查看【作者(必填)】 Albrecht Ritschl[/backcolor], Samad Sarferaz[/backcolor] and Martin Uebele[/backcolor] 【文题(必填)】 The U.S. Business Cycle, 1867–2006: A Dynamic Factor Approach【年份(必填)】 Re ...2021-1-7 20:25 - 1012124855 - 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

Likelihood-based dynamic factor analysis for measurement and forecasting
2 个回复 - 964 次查看【作者(必填)】Borus Jungbacker andSiem Jan Koopman 【文题(必填)】Likelihood-based dynamic factor analysis for measurement and forecasting 【年份(必填)】2015 【全文链接或数据库名称(选填)】The ...2015-8-24 11:37 - 我来了 - 求助成功区

A Monte Carlo comparison of estimating the number of dynamic factors
1 个回复 - 643 次查看【作者(必填)】Zhao Zhao，Guowei Cui，Shaoping Wang 【文题(必填)】A Monte Carlo comparison of estimating the number of dynamic factors 【年份(必填)】2017 【全文链接或数据库名称(选填)】2019-2-17 21:55 - 我来了 - 求助成功区

The joint dynamics of equity market factors
2 个回复 - 565 次查看【作者(必填)】 2 【文题(必填)】 The joint dynamics of equity market factors【年份(必填)】 2 【全文链接或数据库名称(选填)】https://www.cambridge.org/core/journals/journal-of-financial-and-quantita ...2018-8-21 18:40 - internet.hzx - 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

The U.S. Business Cycle, 1867-2006: A Dynamic Factor Approach
0 个回复 - 247 次查看【作者(必填)】 Albrecht Ritschl[/backcolor], Samad Sarferaz[/backcolor] and Martin Uebele[/backcolor] 【文题(必填)】 The U.S. Business Cycle, 1867-2006: A Dynamic Factor Approach[/backcolor]【年份( ...2021-1-7 20:15 - 1012124855 - 文献求助专区

A matrix factorization based dynamic granularity recommendation
2 个回复 - 519 次查看【作者(必填)】 Dun Liu; Xiaoqing Ye; 【文题(必填)】 A matrix factorization based dynamic granularity recommendation with three-way decisions【年份(必填)】 2020 【全文链接或数据库名称(选填)】https ...2020-3-6 16:12 - 下雨就打伞 - 求助成功区

动态因子分析Dynamic factor analysis with stata，求do文件和数据
8 个回复 - 5727 次查看求Dynamic factor analysis with stata（http://www.stata.com/meeting/2italian/Federici.pdf）中案例的do文件和dta数据，急求。2014-8-29 16:26 - jinchenfei7 - Stata专版

The Joint Dynamics of Equity Market Factors
2 个回复 - 586 次查看【作者(必填)】 Peter Christoffersen (a1) and Hugues Langlois 【文题(必填)】 The Joint Dynamics of Equity Market Factors【年份(必填)】 2013 【全文链接或数据库名称(选填)】https://www.cambridge.org/ ...2017-7-18 18:02 - internet.hzx - 求助成功区

3 Differentiating factors of venture growth: from statics to dynamics
2 个回复 - 648 次查看【作者(必填)】H Littunen，M Virtanen 【文题(必填)】Differentiating factors of venture growth: from statics to dynamics 【年份(必填)】International Journal of Entrepreneurial Behavior & Research, ...2017-2-11 19:35 - deer11 - 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

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

Explaining Housing Market Dynamics within a Dynamic Factor Approach: Economic In
2 个回复 - 1070 次查看【作者(必填)】Kim Hin Ho1, Jingbo Sun2 【文题(必填)】Explaining Housing Market Dynamics within a Dynamic Factor Approach: Economic Interpretation and Estimation【年份(必填)】2014 【全文链接或数据 ...2014-9-17 20:27 - twinkle_2012 - 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

Factor Price Equalization in a Dynamic Economy
0 个回复 - 1364 次查看 Factor Price Equalization in a Dynamic Economy2012-6-5 14:29 - iamfortunate - 博弈论

Alternative algorithms for the estimation of dynamic factor, mimic and varying c
2 个回复 - 1188 次查看【题名】： Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models 【作者】： Mark W. Watson and Robert F. Engle 【期刊、会议、单位名称】：Jo ...2012-2-14 19:21 - yangnay - 求助成功区

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

Dynamic Factor Analysis for Short Panels: Estimating Performance Trajectori...
0 个回复 - 356 次查看 2006-4-5 15:21 - 孤独的人群292 - Forum

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

The Joint Dynamics of Equity Market Factors-股票市场因素的共同动态
0 个回复 - 157 次查看 2004-11-14 16:41 - 行政伦理266 - Forum

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