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~isPartOf:"Working papers / Innocenzo Gasparini Institute for Economic Research"
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Working papers / Innocenzo Gasparini Institute for Economic Research
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Impulse response functions from structural dynamic factor models : a Monte Carlo evaluation
Kapetanios, George
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contributor
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2006
Persistent link: https://www.econbiz.de/10003320261
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A parametric estimation method for dynamic factor models of large dimensions
Kapetanios, George
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2006
Persistent link: https://www.econbiz.de/10003320407
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A shrinkage instrumental variable estimator for large datasets
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
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2015
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This version: September 22, 2015
Persistent link: https://www.econbiz.de/10011809636
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