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Observation-driven mixed-measurement dynamic factor models with an application to credit risk
Creal, Drew; Schwaab, Bernd; Koopman, Siem Jan; Lucas, … - In: The review of economics and statistics 96 (2014) 5, pp. 898-915
Persistent link: https://www.econbiz.de/10010470540
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Empirical bayes methods for dynamic factor models
Koopman, Siem Jan; Mesters, Geert - In: The review of economics and statistics 99 (2017) 3, pp. 486-498
Persistent link: https://www.econbiz.de/10011793537
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Trade and management
Bloom, Nicholas; Manova, Kalina; Van Reenen, John; Sun, … - In: The review of economics and statistics 103 (2021) 3, pp. 443-460
Persistent link: https://www.econbiz.de/10012814227