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Theorie
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local factors
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ECONIS (ZBW)
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1
Gravity models of interprovincial migration flows in Canada with hierarchical multifactor structure
Serlenga, Laura
;
Shin, Yongcheol
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
1
,
pp. 365-390
Persistent link: https://www.econbiz.de/10012488940
Saved in:
2
Factor models with
local
factors
- determining the number of relevant factors
Freyaldenhoven, Simon
-
2021
Persistent link: https://www.econbiz.de/10012651287
Saved in:
3
Identification through sparsity in factor models
Freyaldenhoven, Simon
-
2020
Persistent link: https://www.econbiz.de/10012372896
Saved in:
4
Factor models with
local
factors
: determining the number of relevant factors
Freyaldenhoven, Simon
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 80-102
Persistent link: https://www.econbiz.de/10013441833
Saved in:
5
Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure
Kapetanios, George
;
Serlenga, Laura
;
Shin, Yongcheol
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 504-531
Persistent link: https://www.econbiz.de/10012618527
Saved in:
6
Pseudo-true SDFs in conditional asset pricing models
Antoine, Bertille
;
Proulx, Kevin
;
Renault, Eric
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 656-714
Persistent link: https://www.econbiz.de/10012405513
Saved in:
7
International yield curves and principal components selection techniques : an empirical assessment
Pegoraro, Fulvio
;
Siegel, Andrew F.
;
Tiozzo 'Pezzoli, Luca
-
2014
Persistent link: https://www.econbiz.de/10010438249
Saved in:
8
Forecasting with approximate dynamic factor models : the role of non-pervasive shocks
Luciani, Matteo
- In:
International journal of forecasting
30
(
2013
)
1
,
pp. 20-29
Persistent link: https://www.econbiz.de/10010243647
Saved in:
9
The Fama French Model or the capital asset pricing model : international evidence
Alves, Paulo
- In:
The international journal of business and finance …
7
(
2013
)
2
,
pp. 79-89
Persistent link: https://www.econbiz.de/10009675600
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