Sachs Rainer von
Economics and Econometrics · 2009
A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 9 citations into it; #16,420 of 23,481 by trust here, #20,008 by citations
Whom Sachs Rainer von trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Sachs Rainer von overall
Papers from Sachs Rainer von's perspective
Ordered by how strongly the researchers Sachs Rainer von trusts endorse each paper. Same corpus, a different order for every researcher.
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
- Determining the Number of Factors in the General Dynamic Factor Model
- Determining the Number of Factors in Approximate Factor Models
- Inferential Theory for Factor Models of Large Dimensions
- Forecasting in dynamic factor models subject to structural instability
- THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY (Econometric Theory)
- A Likelihood Approximation for Locally Stationary Processes
- The Generalized Dynamic-Factor Model: Identification and Estimation
- The generalized dynamic factor model: consistency and rates
- The algebraic eigenvalue problem
Their papers
- Fitting dynamic factor models to non-stationary time series (2009) — 47 citations