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Bootstrapping factor models with cross sectional dependence

Gonçalves, Sílvia; Perron, Benoit - In: Journal of econometrics 218 (2020) 2, pp. 476-495

Persistent link: https://www.econbiz.de/10012483168

Bootstrapping factor-augmented regression models

Gonçalves, Sílvia; Perron, Benoit - In: Journal of econometrics 182 (2014) 1, pp. 156-173

Persistent link: https://www.econbiz.de/10010497094

Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance

Asai, Manabu; McAleer, Michael - In: Journal of econometrics 189 (2015) 2, pp. 251-262

Persistent link: https://www.econbiz.de/10011504522

High dimensional stochastic regression with latent factors, endogeneity and nonlinearity

Chang, Jinyuan; Guo, Bin; Yao, Qiwei - In: Journal of econometrics 189 (2015) 2, pp. 297-312

Persistent link: https://www.econbiz.de/10011504536

Risks of large portfolios

Fan, Jianqing; Liao, Yuan; Shi, Xiaofeng - In: Journal of econometrics 186 (2015) 2, pp. 367-387

Persistent link: https://www.econbiz.de/10011349458

Analysis of spatial structure of latent effects governing hydrogeological phenomena

Márkus, László; Berke, Olaf; Kovács, József; … - 1998

In the present study we investigate the data provided by the karstwater level monitoring system set up in the Transdanubian Mountains, more precisely in the Bakony, the Keszthelyi Mountains and the Balaton-Highland. (Here, like in the sequel, the term karstwater is used for groundwater in...

Persistent link: https://www.econbiz.de/10010438759