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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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Factor analysis with large panels volatility proxies
Ghysels, Eric - 2014
Persistent link: https://www.econbiz.de/10010382083
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Eigenvalue ratio estimators for the number of common factors
Cavicchioli, Maddalena; Forni, Mario; Lippi, Marco; … - 2016
Persistent link: https://www.econbiz.de/10011544556
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Quantile factor models
Chen, Liang; Dolado, Juan J.; Gonzalo, Jesús - 2018
Persistent link: https://www.econbiz.de/10011884747
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Direct estimation of the risk neutral factor dynamics of affine term structure models
Bams, Dennis - 1998
Persistent link: https://www.econbiz.de/10013422670
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Empirical cross-sectional asset pricing
Nagel, Stefan - 2012
Persistent link: https://www.econbiz.de/10009679873
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Comparing different data descritptors in indirect inference tests onDSGE models
Minford, Patrick; Wickens, Michael R.; Xu, Yongdeng - 2017
Persistent link: https://www.econbiz.de/10011619171
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What is the truth about DSGE models? : testing by indirect inference
Meenagh, David; Minford, Patrick; Wickens, Michael R.; … - 2017
Persistent link: https://www.econbiz.de/10011619175
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Empirical evaluation of overspecified asset pricing models
Manresa, Elena; Peñaranda, Francisco; Sentana, Enrique - 2017
Persistent link: https://www.econbiz.de/10011708502
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The lost capital asset pricing model
Cujean, Julien; Andrei, Daniel; Wilson, Mungo - 2018
Persistent link: https://www.econbiz.de/10011860697