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Forecasting macroeconomic variables under model instability
Pettenuzzo, Davide; Timmermann, Allan - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 2, pp. 183-201
Persistent link: https://www.econbiz.de/10011704162
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Stochastic spanning
Arvanitis, Stelios; Hallam, Mark; Post, Thierry; … - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 4, pp. 573-585
Persistent link: https://www.econbiz.de/10012178998
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Specification test for spatial autoregressive models
Su, Liangjun; Qu, Xi - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 4, pp. 572-584
Persistent link: https://www.econbiz.de/10011893804
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Dynamic score-driven independent component analysis
Hafner, Christian M.; Herwartz, Helmut - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 298-308
Persistent link: https://www.econbiz.de/10014448140
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State-varying factor models of large dimensions
Pelger, Markus; Xiong, Ruoxuan - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1315-1333
Persistent link: https://www.econbiz.de/10013539523
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Interpretable sparse proximate factors for large dimensions
Pelger, Markus; Xiong, Ruoxuan - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1642-1664
Persistent link: https://www.econbiz.de/10013540407