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Determining the number of factors from empirical distribution of eigenvalues
Onatski, Alexei - In: The review of economics and statistics 92 (2010) 4, pp. 1004-1016
Persistent link: https://www.econbiz.de/10008746351
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Dynamic hierarchical factor models
Mönch, Emanuel; Ng, Serena; Potter, Simon M. - In: The review of economics and statistics 95 (2013) 5, pp. 1811-1817
Persistent link: https://www.econbiz.de/10010350633
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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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The U.S. business cycle, 1867-2006 : a dynamic factor approach
Ritschl, Albrecht; Sarferaz, Samad; Uebele, Martin - In: The review of economics and statistics 98 (2016) 1, pp. 159-172
Persistent link: https://www.econbiz.de/10011477106
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A semiparametric factor model of interest rates and tests of the affine term structure
Ghysels, Eric - In: The review of economics and statistics 80 (1998) 4, pp. 535-548
Persistent link: https://www.econbiz.de/10001254697
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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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Time-varying uncertainty of the Federal Reserve's output gap estimate
Berge, Travis J. - In: The review of economics and statistics 105 (2023) 5, pp. 1191-1206
Persistent link: https://www.econbiz.de/10014384118
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Estimating treatment effects from contaminated multiperiod education experiments : the dynamic impacts of class size reductions
Ding, Weili; Lehrer, Steven F. - In: The review of economics and statistics 92 (2010) 1, pp. 31-42
Persistent link: https://www.econbiz.de/10008737913
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Inference with "difference in differences" with a small number of policy changes
Conley, Timothy G.; Taber, Christopher - In: The review of economics and statistics 93 (2011) 1, pp. 113-125
Persistent link: https://www.econbiz.de/10009160724
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Symposium on forecasting and empirical methods in macroeconomics and finance
1999
Persistent link: https://www.econbiz.de/10001437322