Develops consistent procedures and an efficient alternating least squares algorithm for determining the number of dynamic factors and filter length in dynamic factor models, applied to US macroeconomic time series.
Identification theory for high dimensional static and dynamic factor models
2 Pith papers cite this work. Polarity classification is still indexing.
2
Pith papers citing it
years
2026 2verdicts
UNVERDICTED 2representative citing papers
A weighted K-means plus decision-tree pipeline learns multi-action policies from observational data and is applied to HCV treatment choices for HIV co-infected patients, finding a high-clearance subgroup and potential cost savings of CAN$3.6-4.9 million.
citing papers explorer
-
Determining the Structure of Dynamic Factor Models
Develops consistent procedures and an efficient alternating least squares algorithm for determining the number of dynamic factors and filter length in dynamic factor models, applied to US macroeconomic time series.