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Opening the black box: structural factor models with large cross sections
Forni, Mario; Giannone, Domenico; Lippi, Marco; … - In: Econometric theory 25 (2009) 5, pp. 1319-1347
Persistent link: https://www.econbiz.de/10003885772
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The generalized dynamic factor model : representation theory
Forni, Mario; Lippi, Marco - In: Econometric theory 17 (2001) 6, pp. 1113-1141
Persistent link: https://www.econbiz.de/10001638377
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THE ET INTERVIEW: PROFESSOR MANFRED DEISTLER: Interviewed by Benedikt M. Pötscherfnr rid="fn1">fn id="fn1">The interviewer is at the University of Vienna.
Pötscher, Benedikt M.; Akaike, H.; Anderson, T.W.; Aoki, M. - In: Econometric theory 23 (2007) 4, pp. 711-748
Persistent link: https://www.econbiz.de/10007732415
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The Generalized Dynamic Factor Model: Representation Theory
Forni, Mario; Lippi, Marco - In: Econometric theory 17 (2001) 6, pp. 1113-1142
Persistent link: https://www.econbiz.de/10006976349
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OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
Forni, Mario; Giannone, Domenico; Lippi, Marco; … - In: Econometric theory 25 (2009) 5, pp. 1319-1347
Persistent link: https://www.econbiz.de/10008306944