Factor Models In Large Cross Sections of Time Series

Advances in Economics and Econometrics: Theory and Applications: Eighth World Congress Vol III ◽

10.1017/ccol0521818745.002 ◽

2008 ◽

pp. 47-86 ◽

Author(s):

Lucrezia Reichlin

Keyword(s):

Time Series ◽

Cross Sections ◽

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Factor Models in Large Cross Sections of Time Series

Advances in Economics and Econometrics ◽

10.1017/cbo9780511610264.003 ◽

2010 ◽

pp. 47-86 ◽

Author(s):

Lucrezia Reichlin

Keyword(s):

Time Series ◽

Cross Sections ◽

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Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models

Scandinavian Journal of Statistics ◽

10.1111/sjos.12508 ◽

2020 ◽

Author(s):

Monika Bours ◽

Ansgar Steland

Keyword(s):

Time Series ◽

Linear Time ◽

Factor Models ◽

Covariance Matrices ◽

High Dimensional ◽

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The Age-Wealth Profile and the Life-Cycle Hypothesis: A Cohort Analysis with a Time Series of Cross-Sections of Italian Households

SSRN Electronic Journal ◽

10.2139/ssrn.156529 ◽

1999 ◽

Author(s):

Tullio Jappelli

Keyword(s):

Time Series ◽

Cross Sections ◽

Cohort Analysis ◽

Life Cycle Hypothesis

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Precautionary Saving and Health Risk: Evidence from Italian Households using a Time Series of Cross Sections

SSRN Electronic Journal ◽

10.2139/ssrn.856166 ◽

2005 ◽

Author(s):

Vincenzo Atella ◽

Furio C. Rosati ◽

Mariacristina Rossi

Keyword(s):

Time Series ◽

Health Risk ◽

Cross Sections ◽

Precautionary Saving

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Analyzing Multiple Multivariate Time Series Data Using Multilevel Dynamic Factor Models

Multivariate Behavioral Research ◽

10.1080/00273171.2013.851018 ◽

2014 ◽

Vol 49 (1) ◽

pp. 67-77 ◽

Author(s):

Hairong Song ◽

Zhiyong Zhang

Keyword(s):

Time Series ◽

Time Series Data ◽

Multivariate Time Series ◽

Factor Models ◽

Series Data ◽

Dynamic Factor ◽

Dynamic Factor Models

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Estimating Time-Dependent Means in Dynamic Models for Cross-Sections of Time Series

Panel Data Analysis ◽

10.1007/978-3-642-50127-2_3 ◽

1992 ◽

pp. 25-33

Author(s):

Pablo Marshall

Keyword(s):

Time Series ◽

Cross Sections ◽

Dynamic Models ◽

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Empirical Modeling of Spatial Interdependence in Time-Series Cross-Sections

Methoden der vergleichenden Politik- und Sozialwissenschaft ◽

10.1007/978-3-531-91826-6_12 ◽

2009 ◽

pp. 233-261 ◽

Author(s):

Robert J. Franzese ◽

Jude C. Hays

Keyword(s):

Time Series ◽

Cross Sections ◽

Empirical Modeling ◽

Spatial Interdependence

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Time series factor models

Wiley Interdisciplinary Reviews Computational Statistics ◽

10.1002/wics.1245 ◽

2013 ◽

Vol 5 (2) ◽

pp. 97-104 ◽

Author(s):

Katherine Bennett Ensor

Keyword(s):

Time Series ◽

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Measuring the Effects of Military Spending: Cross Sections or Time Series?

The Economics of International Security ◽

10.1007/978-1-349-23695-4_22 ◽

1994 ◽

pp. 232-244 ◽

Author(s):

Ron Smith

Keyword(s):

Time Series ◽

Cross Sections ◽

Military Spending

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Threshold factor models for high-dimensional time series

Journal of Econometrics ◽

10.1016/j.jeconom.2020.01.005 ◽

2020 ◽

Vol 216 (1) ◽

pp. 53-70 ◽

Author(s):

Xialu Liu ◽

Rong Chen

Keyword(s):

Time Series ◽

Factor Models ◽

High Dimensional ◽

Threshold Factor

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