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Factor-GMM estimation with large sets of possibly weak instruments
Kapetanios, George; Marcellino, Massimiliano - 2010
Persistent link: https://www.econbiz.de/10003957676
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Volatility, diversification and contagion
Sentana, Enrique - 2018
Persistent link: https://www.econbiz.de/10011900148
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Pooling-based data interpolation and backdating
Marcellino, Massimiliano - 2005
Persistent link: https://www.econbiz.de/10013424688
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Path forecast evaluation
Jordà, Òscar; Marcellino, Massimiliano - 2008
Persistent link: https://www.econbiz.de/10003773998
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A parametric estimation method for dynamic factor models of large dimensions
Kapetanios, George; Marcellino, Massimiliano - 2006
Persistent link: https://www.econbiz.de/10003322844
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Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar; Knüppel, Malte; Marcellino, Massimiliano - 2010
Persistent link: https://www.econbiz.de/10003976664
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Interpolation and backdating with a large information set
Angelini, Elena; Henry, Jérôme; Marcellino, Massimiliano - 2004
Persistent link: https://www.econbiz.de/10002435866
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Regime switches in the risk-return trade-off
Ghysels, Eric; Guérin, Pierre; Marcellino, Massimiliano - 2013
Persistent link: https://www.econbiz.de/10010206904
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Specification tests for non-Gaussian maximum likelihood estimators
Sentana, Enrique; Fiorentini, Gabriele - 2018
Persistent link: https://www.econbiz.de/10011916573
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Consistent non-Gaussian pseudo maximum likelihood estimators
Fiorentini, Gabriele; Sentana, Enrique - 2018
Persistent link: https://www.econbiz.de/10011884227