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1
Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models
Fresoli, Diego
;
Poncela, Pilar
;
Ruiz, Esther
- In:
Economics letters
230
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014460331
Saved in:
2
Systematic risk in pairs trading and dynamic parameterization
Li, Yiyun
;
Law, Keith K. F.
- In:
Economics letters
202
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012607236
Saved in:
3
A note on low-dimensional Kalman smoothers for systems with lagged states in the measurement equation
Kurz, Malte S.
- In:
Economics letters
168
(
2018
),
pp. 42-45
Persistent link: https://www.econbiz.de/10012016692
Saved in:
4
A constrained state space approach for estimating firm efficiency
Kutlu, Levent
- In:
Economics letters
152
(
2017
),
pp. 54-56
Persistent link: https://www.econbiz.de/10011801140
Saved in:
5
Measuring financial cycles in a model-based analysis : empirical evidence for the United States and the euro area
Galati, Gabriele
;
Hindrayanto, Irma
;
Koopman, Siem Jan
; …
- In:
Economics letters
145
(
2016
),
pp. 83-87
Persistent link: https://www.econbiz.de/10011618230
Saved in:
6
A low dimensional Kalman filter for systems with lagged states in the measurement equation
Nimark, Kristoffer P.
- In:
Economics letters
127
(
2015
),
pp. 10-13
Persistent link: https://www.econbiz.de/10011382800
Saved in:
7
Generalized adaptive expectations revisited
Sorge, Marco M.
- In:
Economics letters
120
(
2013
)
2
,
pp. 203-205
Persistent link: https://www.econbiz.de/10010127761
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