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~isPartOf:"The review of economics and statistics"
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The review of economics and statistics
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1,699
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163
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1
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
Saved in:
2
A quasi-maximum likelihood approach for large, approximate dynamic factor models
Doz, Catherine
;
Giannone, Domenico
;
Reichlin, Lucrezia
- In:
The review of economics and statistics
94
(
2012
)
4
,
pp. 1014-1024
Persistent link: https://www.econbiz.de/10009668442
Saved in:
3
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
Saved in:
4
Regional policy evaluation : interactive fixed effects and synthetic controls
Gobillon, Laurent
;
Magnac, Thierry
- In:
The review of economics and statistics
98
(
2016
)
3
,
pp. 535-551
Persistent link: https://www.econbiz.de/10011555798
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Maximum likelihood estimation and inference for approximate factor models of high dimension
Bai, Jushan
;
Li, Kunpeng
- In:
The review of economics and statistics
98
(
2016
)
2
,
pp. 298-309
Persistent link: https://www.econbiz.de/10011477242
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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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