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person:"Kapetanios, George"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working papers / Bank of England"
~person:"Clements, Michael P."
~person:"Hallin, Marc"
~subject:"Factor analysis"
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Kapetanios, George
Clements, Michael P.
Hallin, Marc
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ECONIS (ZBW)
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1
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
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2
Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 4-34
Persistent link: https://www.econbiz.de/10012439634
Saved in:
3
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis
Forni, Mario
;
Hallin, Marc
;
Lippi, Marco
;
Zaffaroni, Paolo
- In:
Journal of econometrics
199
(
2017
)
1
,
pp. 74-92
Persistent link: https://www.econbiz.de/10011818962
Saved in:
4
Structural analysis with Multivariate Autoregressive Index models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 332-348
Persistent link: https://www.econbiz.de/10011704654
Saved in:
5
Dynamic factor models with infinite-dimensional factor spaces : one-sided representations
Forni, Mario
;
Hallin, Marc
;
Lippi, Marco
;
Zaffaroni, Paolo
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 359-371
Persistent link: https://www.econbiz.de/10011348429
Saved in:
6
Forecasting by factors, by variables, by both or neither?
Castle, Jennifer
;
Clements, Michael P.
;
Hendry, David F.
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 305-319
Persistent link: https://www.econbiz.de/10010255142
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