-
1
-
-
0002487694
-
The use of factor analysis in the statistical analysis of multiple time series
-
Anderson, Ted W. (1963), "The use of factor analysis in the statistical analysis of multiple time series," Psychometrika, 28 (1), 1-25.
-
(1963)
Psychometrika
, vol.28
, Issue.1
, pp. 1-25
-
-
Anderson, T.W.1
-
2
-
-
70349902784
-
Real-time measurement of business conditions
-
Aruoba, S. Boragan, Francis X. Diebold, and Chiara Scotti (2009), "Real-time measurement of business conditions," Journal of Business & Economic Statistics, 7 (4), 417-27.
-
(2009)
Journal of Business & Economic Statistics
, vol.7
, Issue.4
, pp. 417-427
-
-
Aruoba, S.B.1
Diebold, F.X.2
Scotti, C.3
-
3
-
-
70349505264
-
-
3d ed. Hoboken, NJ: John Wiley & Sons
-
Box, George E.P., Gwilym M. Jenkins, and Gregory Reinsel (2008), Time Series Analysis: Forecasting & Control, 3d ed. Hoboken, NJ: John Wiley & Sons.
-
(2008)
Time Series Analysis: Forecasting & Control
-
-
Box, G.E.P.1
Jenkins, G.M.2
Reinsel, G.3
-
4
-
-
84865484878
-
Hyundai and kia prosper now but look to future
-
July 25, accessed February 24,2012, available at
-
Buss, Dale (2011), "Hyundai and kia prosper now but look to future," AutoObserver, (July 25), (accessed February 24,2012, [available at http://www.autoobserver.com/2011/07/hyundaiand-kia-prosper-now-but-look-to- future.html].
-
(2011)
AutoObserver
-
-
Buss, D.1
-
5
-
-
77951992419
-
'The best price you'll ever get': The 2005 employee discount pricing promotions in the u.s. automobile industry
-
Busse, Meghan R., Duncan Simester, and Florian Zettelmeyer (2010), "'the best price you'll ever get': the 2005 employee discount pricing promotions in the u.s. automobile industry," Marketing Science, 29 (2), 268-90.
-
(2010)
Marketing Science
, vol.29
, Issue.2
, pp. 268-290
-
-
Busse, M.R.1
Simester, D.2
Zettelmeyer, F.3
-
6
-
-
61849153445
-
Forecasting exchange rates with a large bayesian var
-
Carriero, Andrea, George Kapetanios, and Massimiliano Marcellino (2009), "Forecasting exchange rates with a large bayesian var," International Journal of Forecasting, 25 (2), 400-417.
-
(2009)
International Journal of Forecasting
, vol.25
, Issue.2
, pp. 400-417
-
-
Carriero, A.1
Kapetanios, G.2
Marcellino, M.3
-
7
-
-
1642276811
-
Dynamic factor models
-
Croux, Christophe, Eric Renault, and Bas J. M. Werker (2004), "Dynamic factor models," journal of econometrics, 119 (2), 223-30.
-
(2004)
Journal of Econometrics
, vol.119
, Issue.2
, pp. 223-230
-
-
Croux, C.1
Renault, E.2
Werker, B.J.M.3
-
8
-
-
84865492900
-
Global round-up: U.S. Vehicle Sales: Asian inroads
-
Datamonitor
-
Datamonitor (2005), "Global round-up: U.S. Vehicle Sales: Asian inroads," MarketWatch, 4 (6), 13.
-
(2005)
MarketWatch
, vol.4
, Issue.6
, pp. 13
-
-
-
9
-
-
53649093540
-
Forecasting using a large numer of predictors: Is bayesian shrinkage a valid alternative to principal components?
-
De Mol, Christine, Domenico Giannone, and Lucrezia Reichlin (2008), "Forecasting using a large numer of predictors: is bayesian shrinkage a valid alternative to principal components?" Journal of Econometrics, 146 (2), 318-28.
-
(2008)
Journal of Econometrics
, vol.146
, Issue.2
, pp. 318-328
-
-
De Mol, C.1
Giannone, D.2
Reichlin, L.3
-
11
-
-
33846470748
-
A one-factor multivariate time series model of metropolitan wage rates
-
Engle, Robert and Mark Watson (1981), "A one-factor multivariate time series model of metropolitan wage rates," Journal of the American Statistical Association, 76 (376), 774-81.
-
(1981)
Journal of the American Statistical Association
, vol.76
, Issue.376
, pp. 774-781
-
-
Engle, R.1
Watson, M.2
-
12
-
-
0034364595
-
The generalized dynamic-factor model: Identification and estimation
-
Forni, Mario, Marc Hallin, Marco Lippi, and Lucrezia Reichlin (2000), "The generalized dynamic-factor model: identification and estimation," Review of Economics and Statistics, 82 (4), 540-54.
-
(2000)
Review of Economics and Statistics
, vol.82
, Issue.4
, pp. 540-554
-
-
Forni, M.1
Hallin, M.2
Lippi, M.3
Reichlin, L.4
-
13
-
-
0002931014
-
The dynamic factor analysis of economic time series,"
-
Dennis J. Aigner and Arthur S. Goldberger, eds. Amsterdam: North-Holland
-
Geweke, John (1977), "The dynamic factor analysis of economic time series," in Latent Variables in Socio-Economic Models, Dennis J. Aigner and Arthur S. Goldberger, eds. Amsterdam: North-Holland, 365-83.
-
(1977)
Latent Variables in Socio-Economic Models
, pp. 365-383
-
-
Geweke, J.1
-
15
-
-
0006368633
-
Structural time series models
-
G.S. Maddala, C.R. Rao and H.D. Vinod, eds. Amsterdam: Elsevier Science
-
-and Neil Shephard (1993), "Structural time series models," in Handbook of Statistics, Vol. 11, G.S. Maddala, C.R. Rao and H.D. Vinod, eds. Amsterdam: Elsevier Science, 261-302.
-
(1993)
Handbook of Statistics
, vol.11
, pp. 261-302
-
-
Shephard, N.1
-
16
-
-
77449140876
-
The local quadratic trend model
-
- (2010), "The local quadratic trend model," Journal of Forecasting, 29 (1/2), 94-108.
-
(2010)
Journal of Forecasting
, vol.29
, Issue.1-2
, pp. 94-108
-
-
-
17
-
-
0002903027
-
Statistical estimation of structural models in longitudinal-developmental investigations
-
J.R. Nesselroade and P.B. Baltes, eds. New York: Academic Press
-
Jöreskog, Karl G. (1979), "statistical estimation of structural models in longitudinal-developmental investigations," in Longitudinal Research in the Study of Behavior and Development, J.R. Nesselroade and P.B. Baltes, eds. New York: Academic Press, 303-351.
-
(1979)
Longitudinal Research in the Study of Behavior and Development
, pp. 303-351
-
-
Jöreskog, K.G.1
-
19
-
-
33845316866
-
The empirical risk-return relation: A factor analysis approach
-
Ludvigson, Sydney C. and Serena Ng (2007), "The empirical risk-return relation: a factor analysis approach," Journal of Financial Economics, 83 (1), 171-222.
-
(2007)
Journal of Financial Economics
, vol.83
, Issue.1
, pp. 171-222
-
-
Ludvigson, S.C.1
Ng, S.2
-
21
-
-
84878802168
-
Studies of web searches offer preview of hiring trends
-
March 5, (accessed February 24, 2012), available at
-
Merrit, Jennifer (2010), "Studies of web searches offer preview of hiring trends," The Wall Street Journal, (March 5), (accessed February 24, 2012), [available at http://online.wsj. com/article/ SB100014240527487045413045750994503898444 56.html].
-
(2010)
The Wall Street Journal
-
-
Merrit, J.1
-
22
-
-
0000312259
-
A dynamic factor model for the analysis of multivariate time series
-
Molenaar, Peter C.M. (1985), "A Dynamic Factor Model for the Analysis of Multivariate Time Series," Psychometrika, 50 (2), 181-202.
-
(1985)
Psychometrika
, vol.50
, Issue.2
, pp. 181-202
-
-
Molenaar, P.C.M.1
-
23
-
-
21144464195
-
Dynamic factor analysis of non-stationary multivariate time series
-
-,Jan Gooijer, and Bernhard Schmitz (1992), "Dynamic Factor Analysis of Non-stationary Multivariate Time Series," Psychometrika, 57 (3), 333-49.
-
(1992)
Psychometrika
, vol.57
, Issue.3
, pp. 333-349
-
-
Gooijer, J.1
Schmitz, B.2
-
24
-
-
84865493367
-
Advances in dynamic factor analysis of psychological process
-
J. Valsiner Heidelberg, Germany: Springer
-
- and Nilam Ram (2009), "Advances in dynamic factor analysis of psychological process," in Dynamic Process Methodology in the Social and Developmental Sciences, J. Valsiner et al., eds. Heidelberg, Germany: Springer, 255-68.
-
(2009)
Dynamic Process Methodology in the Social and Developmental Sciences
, pp. 255-268
-
-
Ram, N.1
-
26
-
-
0003331699
-
Business Cycle Modeling Without Pretending to Have Too Much a Priori Economic Theory
-
Christopher A. Sims, ed. Minneapolis, MN: Federal Research Bank of Minneapolis
-
Sargent, Thomas J. and Christopher A. Sims (1977), "Business Cycle Modeling Without Pretending to Have Too Much a Priori Economic Theory," in New Methods in Business Research, Christopher A. Sims, ed. Minneapolis, MN: Federal Research Bank of Minneapolis, 45-109.
-
(1977)
New Methods in Business Research
, pp. 45-109
-
-
Sargent, T.J.1
Sims, C.A.2
-
27
-
-
84986753417
-
An approach to time series smoothing and forecasting using the EM algorithm
-
Shumway, Robert H. and David S. Stoffer (1982), "An Approach to Time Series Smoothing and Forecasting Using the EM Algorithm," Journal of Time Series Analysis, 3 (4), 253-64.
-
(1982)
Journal of Time Series Analysis
, vol.3
, Issue.4
, pp. 253-264
-
-
Shumway, R.H.1
Stoffer, D.S.2
-
29
-
-
0036005160
-
Macroeconomic forecasting using diffusion indexes
-
Stock, James H. and Mark W. Watson (2002), "Macroeconomic Forecasting Using Diffusion Indexes," Journal of Business & Economic Statistics, 20 (2), 147-62.
-
(2002)
Journal of Business & Economic Statistics
, vol.20
, Issue.2
, pp. 147-162
-
-
Stock, J.H.1
Watson, M.W.2
-
30
-
-
84865450806
-
Eyes on the road: Luxury auto makers gird for sales slump
-
October 20, (accessed February 24, 2012), available at
-
The Wall Street Journal (2008), "Eyes on the Road: Luxury Auto Makers Gird for Sales Slump," (October 20), (accessed February 24, 2012), [available at http://online.wsj.com/article/ SB122443910753248171.html].
-
(2008)
The Wall Street Journal
-
-
-
31
-
-
0142126733
-
Estimating common trends in multivariate time series using dynamic factor analysis
-
Zuur, Alain F., R.J. Fryer, L.T. Jolliffe, R. Dekker, and J.J. Beukema (2003), "Estimating common trends in multivariate time series using dynamic factor analysis," Environmetrics, 14 (7), 665-85.
-
(2003)
Environmetrics
, vol.14
, Issue.7
, pp. 665-685
-
-
Zuur, A.F.1
Fryer, R.J.2
Jolliffe, L.T.3
Dekker, R.4
Beukema, J.J.5
|