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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
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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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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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Inference on via generalized spectrum and non-linear time series models
Hong, Yongmiao; Lee, Tae-hwy - In: The review of economics and statistics 85 (2003) 4, pp. 1048-1062
Persistent link: https://www.econbiz.de/10001832972
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A measure of comovement for economic variables : theory and empirics
Croux, Christophe; Forni, Mario; Reichlin, Lucrezia - In: The review of economics and statistics 83 (2001) 2, pp. 232-241
Persistent link: https://www.econbiz.de/10001579515
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Notes on the dynamic properties of asymmetric models of real GNP
Brunner, Allan D. - In: The review of economics and statistics 79 (1997) 2, pp. 321-326
Persistent link: https://www.econbiz.de/10001222407
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Public capital and private productivity
Vijverberg, Wim P. M. - In: The review of economics and statistics 79 (1997) 2, pp. 267-278
Persistent link: https://www.econbiz.de/10001222415
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How fast do economies converge?
Evans, Paul D. - In: The review of economics and statistics 79 (1997) 2, pp. 219-225
Persistent link: https://www.econbiz.de/10001222491
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Multiple trend breaks and the unit-root hypothesis
Lumsdaine, Robin L. - In: The review of economics and statistics 79 (1997) 2, pp. 212-218
Persistent link: https://www.econbiz.de/10001222493