Narrow search
Showing 1 - 10 of 10
Cover Image
Dynamic factor models with infinite-dimensional factor space : asymptotic analysis
Forni, Mario; Hallin, Marc; Lippi, Marco; Zaffaroni, Paolo - 2015
Persistent link: https://www.econbiz.de/10011289241
Cover Image
Forecasting stock returns under economic constraints
Pettenuzzo, Davide; Timmermann, Allan; Valkanov, Rossen I. - 2013
Persistent link: https://www.econbiz.de/10009734264
Cover Image
Dynamic factor model with infinite dimensional factor space : forecasting
Forni, Mario; Giovannelli, Alessandro; Lippi, Marco; … - 2016
Persistent link: https://www.econbiz.de/10011482273
Cover Image
Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem; Pettenuzzo, Davide; Timmermann, Allan - 2004
Persistent link: https://www.econbiz.de/10002398483
Cover Image
Daily returns in international stock markets : predictability, nonlinearity, and transaction costs
Satchell, Stephen - In: Nonlinear dynamics and economics : proceedings of the …, (pp. 369-391). 1996
Persistent link: https://www.econbiz.de/10001297232
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
A measure of comovement for economic variables : theory and empirics
Croux, Christophe - 1999
Persistent link: https://www.econbiz.de/10013422947
Cover Image
The generalized dynamic factor model : identification and estimation
Forni, Mario (contributor) - 1999
Persistent link: https://www.econbiz.de/10013422950
Cover Image
The generalized dynamic factor model : representation theory
Forni, Mario - 2000
Persistent link: https://www.econbiz.de/10013423117
Cover Image
The generalized dynamic factor model : one-sided estimation and forecasting
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia - 2002
Persistent link: https://www.econbiz.de/10013424011