117 citations · 191 across the 25 of their papers we have counts for
Showing 2018Show all
2 papers · 1 filter
stat.ME2018★ 3 cited
Dynamic Sparse Factor Analysis
Kenichiro McAlinn, Veronika Rockova, Enakshi Saha
Its conceptual appeal and effectiveness has made latent factor modeling an indispensable tool for multivariate analysis. Despite its popularity across many fields, there are outsta…
stat.ME2018
Large-Scale Dynamic Predictive Regressions
Daniele Bianchi, Kenichiro McAlinn
We develop a novel "decouple-recouple" dynamic predictive strategy and contribute to the literature on forecasting and economic decision making in a data-rich environment. Under th…