Narrow search
Showing 1 - 10 of 13
Cover Image
Can we use seasonally adjusted variables in dynamic factor models?
Camacho, Maximo; Lovcha, Yuliya; Pérez-Quirós, Gabriel - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 3, pp. 377-391
Persistent link: https://www.econbiz.de/10011339427
Cover Image
Monitoring the world business cycle
Camacho, Maximo; Martínez-Martín, Jaime - In: Economic modelling 51 (2015), pp. 617-625
Persistent link: https://www.econbiz.de/10011476196
Cover Image
Detection of units with pervasive effects in large panel data models
Kapetanios, George; Pesaran, M. Hashem; Reese, S. - In: Journal of econometrics 221 (2021) 2, pp. 510-541
Persistent link: https://www.econbiz.de/10012619248
Cover Image
Determining the number of breaks in large dimensional factor models with structural changes
Wang, Lu; Zhou, Ruichao; Wu, Jianhong - In: Economics letters 199 (2021), pp. 1-4
Persistent link: https://www.econbiz.de/10012605871
Cover Image
Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009
Persistent link: https://www.econbiz.de/10003814581
Cover Image
Eigenvalue difference test for the number of common factors in the approximate factor models
Wu, Jianhong - In: Economics letters 169 (2018), pp. 63-67
Persistent link: https://www.econbiz.de/10012019511
Cover Image
Detecting irrelevant variables in possible proxies for the latent factors in macroeconomics and finance
Wu, Jianhong - In: Economics letters 176 (2019), pp. 60-63
Persistent link: https://www.econbiz.de/10012121231
Cover Image
Robust determination for the number of common factors in the approximate factor models
Wu, Jianhong - In: Economics letters 144 (2016), pp. 102-106
Persistent link: https://www.econbiz.de/10011617226
Cover Image
Aggregate versus disaggregate information in dynamic factor models
Álvarez, Rocío; Camacho, Maximo; Pérez-Quirós, Gabriel - In: International journal of forecasting 32 (2016) 3, pp. 680-694
Persistent link: https://www.econbiz.de/10011621772
Cover Image
What drives industrial energy prices?
Camacho, Maximo; Caro, Angela; Peña, Daniel - In: Economic modelling 120 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014384004