//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
language:"nor"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of econometrics"
~language:"bos"
~language:"eng"
~language:"hun"
~language:"pol"
~language:"rus"
~language:"zho"
~person:"Barigozzi, Matteo"
~subject:"Dynamic Factor Models"
~subject:"Estimation theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 12 applied filters
Year of publication
From:
To:
Subject
All
Dynamic Factor Models
Estimation theory
Estimation
3
Schätzung
3
Factor analysis
2
Faktorenanalyse
2
Schätztheorie
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
Cointegration
1
Einheitswurzeltest
1
Financial connectedness
1
Financial market
1
Finanzmarkt
1
Impulse-Response Functions
1
Kointegration
1
Locally stationary dynamic factor models
1
Panel
1
Panel study
1
Seminonparametric estimation
1
Theorie
1
Theory
1
Unit root processes
1
Unit root test
1
Vector multiplicative error model
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
Norwegian
Bosnian
English
Hungarian
Polish
Russian
Chinese
Author
All
Barigozzi, Matteo
Todorov, Viktor
8
Tauchen, George Eugene
7
Gao, Jiti
5
Kim, Donggyu
5
Li, Jia
5
Linton, Oliver
5
Phillips, Peter C. B.
5
Francq, Christian
4
Lu, Xun
4
Su, Liangjun
4
Zakoïan, Jean-Michel
4
Baltagi, Badi H.
3
Cai, Zongwu
3
Callaway, Brantly
3
Hsiao, Cheng
3
Park, Joon Y.
3
Sun, Yiguo
3
Wang, Fa
3
Wang, Yazhen
3
White, Halbert
3
Ai, Chunrong
2
Andersen, Torben
2
Bertanha, Marinho
2
Bollerslev, Tim
2
Chen, Heng
2
Chiang, Harold D.
2
Choi, Yongok
2
Fan, Jianqing
2
Fan, Yanqin
2
Fang, Ying
2
Fernández-Val, Iván
2
Gouriéroux, Christian
2
Grynkiv, Iaryna
2
Haiqing Xu
2
Ham, John C.
2
Hansen, Christian Bailey
2
Hong, Han
2
Hsu, Yu-Chin
2
Kao, Chihwa
2
more ...
less ...
Published in...
All
Applied financial economics
Journal of econometrics
ECARES working paper
1
FEDS Working Paper
1
Finance and economics discussion series
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Large-dimensional dynamic factor models : estimation of impulse–response functions with I(1) cointegrated factors
Barigozzi, Matteo
;
Lippi, Marco
;
Luciani, Matteo
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 455-482
Persistent link: https://www.econbiz.de/10012619245
Saved in:
2
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures
Barigozzi, Matteo
;
Brownlees, Christian
;
Gallo, Giampiero M.
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 364-384
Persistent link: https://www.econbiz.de/10010497747
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->