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ECONIS (ZBW)
1,974
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71
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
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72
Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 4-34
Persistent link: https://www.econbiz.de/10012439634
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73
A robust procedure to build dynamic factor models with cluster structure
Alonso, Andrés M.
;
Galeano, Pedro
;
Peña, Daniel
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 35-52
Persistent link: https://www.econbiz.de/10012439635
Saved in:
74
Threshold factor models for high-dimensional time series
Liu, Xialu
;
Chen, Rong
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10012439636
Saved in:
75
A rank test for the number of factors with high-frequency data
Kong, Xin-Bing
;
Liu, Zhi
;
Zhou, Wang
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 439-460
Persistent link: https://www.econbiz.de/10012303820
Saved in:
76
A diagnostic criterion for approximate factor structure
Gagliardini, Patrick
;
Ossola, Elisa
;
Scaillet, Olivier
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 503-521
Persistent link: https://www.econbiz.de/10012304081
Saved in:
77
Simultaneous multiple change-point and factor analysis for high-dimensional time series
Barigozzi, Matteo
;
Cho, Haeran
;
Fryzlewicz, Piotr
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 187-225
Persistent link: https://www.econbiz.de/10012110376
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78
Estimation
of large dimensional factor models with an unknown number of breaks
Ma, Shujie
;
Su, Liangjun
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012116087
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79
Double instrumental variable
estimation
of interaction models with big data
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 176-197
Persistent link: https://www.econbiz.de/10011918688
Saved in:
80
Sufficient forecasting using factor models
Fan, Jianqing
;
Xue, Lingzhou
;
Yao, Jiawei
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 292-306
Persistent link: https://www.econbiz.de/10011920495
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