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~person:"Barigozzi, Matteo"
~person:"Farhat, Abdeljelil"
~person:"La Vecchia, Davide"
~person:"Veredas, David"
~source:"econis"
~subject:"Prognoseverfahren"
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Barigozzi, Matteo
Farhat, Abdeljelil
La Vecchia, Davide
Veredas, David
Hallin, Marc
16
Trucíos, Carlos
7
Hotta, Luiz K.
4
Mazzeu, João H. G.
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Pereira, Pedro L. Valls
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Zevallos, Mauricio
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Hotta, Luiz Koodi
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Mazzeu, João Henrique Gonçalves
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Valls Pereira, Pedro L.
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Lippi, Marco
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ECARES working paper
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Journal of econometrics
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ECONIS (ZBW)
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1
Dynamic factor models: a genealogy
Barigozzi, Matteo
;
Hallin, Marc
-
2023
Persistent link: https://www.econbiz.de/10014391458
Saved in:
2
Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
-
2018
Persistent link: https://www.econbiz.de/10012064840
Saved in:
3
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:
4
Generalized dynamic factor models and volatilities : estimation and forecasting
Barigozzi, Matteo
;
Hallin, Marc
-
2015
Persistent link: https://www.econbiz.de/10011289224
Saved in:
5
Semiparametrically efficient R-estimation for dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
-
2014
Persistent link: https://www.econbiz.de/10010418928
Saved in:
6
Generalized dynamic factor models and volatilities : estimation and forecasting
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 307-321
Persistent link: https://www.econbiz.de/10011920497
Saved in:
7
R-estimation in semiparametric dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 222-247
Persistent link: https://www.econbiz.de/10011818285
Saved in:
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