Add to ORKGThe paper presents the methods of processing time series, which is of particular great interest for economic research. When processing time series, factors are used as generalized characteristics in the analysis and forecasting of complex economic processes, such as, for example, increasing the technical equipment of the industry, increasing labor productivity, demand structure, and market research, inflation in capitalist economics studies
This paper, along with the companion paper Forni, Hallin, Lippi, and Reichlin (2000, Review of Econo...
The directions of perspective research in the field of analysis and modeling of the dynamics of time...
One basic problem in business cycle studies is how to deal with nonstationary time series. Trend-cyc...
Time series factor analysis (TSFA) and its associated statistical theory is developed. Unlike dynami...
The article considers the issues of modelling the dynamics of the economic system, which is describe...
This article surveys work on a class of models, dynamic factor models (DFMs), that has received cons...
The paper answers one of the typical problems of economic theory - how it is in practice possible to...
A dynamic factor model is proposed for the analysis of multivariate nonstationary time series in the...
Abstract. This article gives a double-cycle algorithm to estimate the parameters of the dynamic fact...
Explains the theory of identification, estimation and inference in the dynamic confirmatory factor m...
This book presents the principles and methods for the practical analysis and prediction of economic ...
This thesis presents the results of research into the use of factor models for stationary economic t...
This paper considers VAR models incorporating many time series that interact through a few dynamic f...
The main objective of this work is to propose new procedures for the general dynamic factor analysis...
The author reviews the method of analysis of business cycles based on statustucal information of a h...
This paper, along with the companion paper Forni, Hallin, Lippi, and Reichlin (2000, Review of Econo...
The directions of perspective research in the field of analysis and modeling of the dynamics of time...
One basic problem in business cycle studies is how to deal with nonstationary time series. Trend-cyc...
Time series factor analysis (TSFA) and its associated statistical theory is developed. Unlike dynami...
The article considers the issues of modelling the dynamics of the economic system, which is describe...
This article surveys work on a class of models, dynamic factor models (DFMs), that has received cons...
The paper answers one of the typical problems of economic theory - how it is in practice possible to...
A dynamic factor model is proposed for the analysis of multivariate nonstationary time series in the...
Abstract. This article gives a double-cycle algorithm to estimate the parameters of the dynamic fact...
Explains the theory of identification, estimation and inference in the dynamic confirmatory factor m...
This book presents the principles and methods for the practical analysis and prediction of economic ...
This thesis presents the results of research into the use of factor models for stationary economic t...
This paper considers VAR models incorporating many time series that interact through a few dynamic f...
The main objective of this work is to propose new procedures for the general dynamic factor analysis...
The author reviews the method of analysis of business cycles based on statustucal information of a h...
This paper, along with the companion paper Forni, Hallin, Lippi, and Reichlin (2000, Review of Econo...
The directions of perspective research in the field of analysis and modeling of the dynamics of time...
One basic problem in business cycle studies is how to deal with nonstationary time series. Trend-cyc...