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From value at risk to stress testing : the extreme value approach
Longin, François M. - 1999
Persistent link: https://www.econbiz.de/10013422797
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Forecasting with a Bayesian DSGE model : an application to the Euro area
Smets, Frank - 2004
Persistent link: https://www.econbiz.de/10013424534
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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
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Panel vector autoregressive models : a survey
Canova, Fabio; Ciccarelli, Matteo - 2013
Persistent link: https://www.econbiz.de/10009734277
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Factor analysis with large panels volatility proxies
Ghysels, Eric - 2014
Persistent link: https://www.econbiz.de/10010382083
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In-sample inference and forecasting in misspecified factor models
Carrasco, Marine; Rossi, Barbara - 2016
Persistent link: https://www.econbiz.de/10011524318
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Dynamic factor model with infinite dimensional factor space : forecasting
Forni, Mario; Giovannelli, Alessandro; Lippi, Marco; … - 2016
Persistent link: https://www.econbiz.de/10011482273
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Structural gravity with dummies only
Egger, Peter; Nigai, Sergey - 2015
Persistent link: https://www.econbiz.de/10010495420
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Structural breaks in panel data : large number of panels and short length time series
Antoch, Jaromir; Hanousek, Jan; Horváth, Lajos; … - 2017
Persistent link: https://www.econbiz.de/10011653095
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Attrition in randomized control trials : using tracking information to correct bias
Macours, Karen; Molina Millán, Teresa - 2017
Persistent link: https://www.econbiz.de/10011670062