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subject:"India"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Working paper"
~person:"Gonzalo, Jesús"
~subject:"Estimation"
~subject:"Persistence"
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India
Estimation
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Estimation theory
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Factor analysis
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High Dimensional Covariances
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Gonzalo, Jesús
Kapetanios, George
6
Giraitis, Liudas
4
Honoré, Peter
3
Belzil, Christian
2
Hergel, Philip
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Sancetta, Alessio
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Chatelain, Jean-Bernard
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Chen, Han
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Chen, Liang
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Cohen, Jeffrey P.
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Craig, Ben R.
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Darvas, Zsolt M.
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Dendramis, Yiannis
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Fuleky, Peter
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Gille, Véronique
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Golinski, Adam
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Journal of financial econometrics
Working paper
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Handbook of research methods and applications in empirical macroeconomics
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Memo / Økonomisk Institut, Aarhus Universitet
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Estimation of characteristics-based quantile factor models
Chen, Liang
;
Dolado, Juan J.
;
Gonzalo, Jesús
;
Pan, Haozi
-
2023
Persistent link: https://www.econbiz.de/10014252757
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2
Spurious relationships in high dimensional systems with strong or mild persistence
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
-
2020
Persistent link: https://www.econbiz.de/10012501525
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