Narrow search
Showing 1 - 10 of 128
Cover Image
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
Cover Image
Are more data always better for factor analysis?
Boivin, Jean; Ng, Serena - In: Journal of econometrics 132 (2006) 1, pp. 169-194
Persistent link: https://www.econbiz.de/10003320258
Cover Image
The common and specific components of dynamic volatility
Connor, Gregory; Korajczyk, Robert A.; Linton, Oliver - In: Journal of econometrics 132 (2006) 1, pp. 231-255
Persistent link: https://www.econbiz.de/10003320262
Cover Image
Consistent noisy independent component analysis
Bonhomme, Stéphane; Robin, Jean-Marc - In: Journal of econometrics 149 (2009) 1, pp. 12-25
Persistent link: https://www.econbiz.de/10003833711
Cover Image
Panel cointegration with global stochastic trends
Bai, Jushan; Kao, Chihwa; Ng, Serena - In: Journal of econometrics 149 (2009) 1, pp. 82-99
Persistent link: https://www.econbiz.de/10003833733
Cover Image
The Wishart Autoregressive process of multivariate stochastic volatility
Gouriéroux, Christian; Jasiak, Joann; Sufana, Razvan - In: Journal of econometrics 150 (2009) 2, pp. 167-181
Persistent link: https://www.econbiz.de/10003858506
Cover Image
Dynamic factor models with infinite-dimensional factor spaces : one-sided representations
Forni, Mario; Hallin, Marc; Lippi, Marco; Zaffaroni, Paolo - In: Journal of econometrics 185 (2015) 2, pp. 359-371
Persistent link: https://www.econbiz.de/10011348429
Cover Image
Comment on "IV estimation of panels with factor residuals" by D. Robertson and V. Sarafidis
Ahn, Seung Chan - In: Journal of econometrics 185 (2015) 2, pp. 542-544
Persistent link: https://www.econbiz.de/10011348941
Cover Image
Cross-sectional averages versus principal components
Westerlund, Joakim; Urbain, Jean-Pierre - In: Journal of econometrics 185 (2015) 2, pp. 372-377
Persistent link: https://www.econbiz.de/10011349044
Cover Image
Asymptotic analysis of the squared estimation error in misspecified factor models
Onatski, Alexei - In: Journal of econometrics 186 (2015) 2, pp. 388-406
Persistent link: https://www.econbiz.de/10011349455