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~person:"Barigozzi, Matteo"
~source:"econis"
~subject:"Forecasting model"
~type_genre:"Arbeitspapier"
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Forecasting model
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Barigozzi, Matteo
Hallin, Marc
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Hotta, Luiz K.
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Mazzeu, João H. G.
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Pereira, Pedro L. Valls
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Trucíos, Carlos
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Dynamic factor models: a genealogy
Barigozzi, Matteo
;
Hallin, Marc
-
2023
Persistent link: https://www.econbiz.de/10014391458
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2
Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
-
2018
Persistent link: https://www.econbiz.de/10012064840
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3
Generalized dynamic factor models and volatilities : estimation and forecasting
Barigozzi, Matteo
;
Hallin, Marc
-
2015
Persistent link: https://www.econbiz.de/10011289224
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