Large dimension forecasting models and random singular value spectra
- 30 May 2006
- journal article
- Published by Springer Science and Business Media LLC in Zeitschrift für Physik B Condensed Matter
- Vol. 55 (2), 201-207
- https://doi.org/10.1140/epjb/e2006-00204-0
Abstract
No abstract availableKeywords
Other Versions
This publication has 14 references indexed in Scilit:
- Random Matrix Theory and Wireless CommunicationsFoundations and Trends® in Communications and Information Theory, 2004
- Monetary policy in a data-rich environmentJournal of Monetary Economics, 2003
- Inferential Theory for Factor Models of Large DimensionsEconometrica, 2003
- Determining the Number of Factors in Approximate Factor ModelsEconometrica, 2002
- Macroeconometrics – Past and futureJournal of Econometrics, 2001
- The Generalized Dynamic-Factor Model: Identification and EstimationThe Review of Economics and Statistics, 2000
- Forecasting inflationJournal of Monetary Economics, 1999
- Learning to Believe in SunspotsEconometrica, 1990
- Macroeconomics and RealityEconometrica, 1980
- DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICESMathematics of the USSR-Sbornik, 1967