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Identification of causal factor models of stationary time series
Heaton, Christopher; Solo, Victor - In: The econometrics journal 7 (2004) 2, pp. 618-627
Persistent link: https://www.econbiz.de/10002463697
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Identification and estimation of causal factor models of stationary time series
Heaton, Christopher; Solo, Victor - 2002
Persistent link: https://www.econbiz.de/10001660028
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Dynamic factor analysis with ARMA factors
Heaton, Christopher; Solo, Victor - 2000
Persistent link: https://www.econbiz.de/10001509585
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Asymptotic principal components estimation of large factor models
Heaton, Christopher; Solo, Victor - 2003
Persistent link: https://www.econbiz.de/10001775669
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Errors in variables and cointegration
Solo, Victor - In: Econometric theory 11 (1995) 1, pp. 60-80
Persistent link: https://www.econbiz.de/10001176352
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Asymptotics for linear processes
Phillips, Peter C. B.; Solo, Victor - 1989
Persistent link: https://www.econbiz.de/10000870510
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Asymptotics for linear processes
Phillips, Peter C. B.; Solo, Victor - 1992
Persistent link: https://www.econbiz.de/10000872825
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The financial returns to investment in overseas and local post-school education
Heaton, Christopher - 1995
Persistent link: https://www.econbiz.de/10000921080
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Public expenditure and private investment : crowding-in and Q-complementarity
Heaton, Christopher - 1996
Persistent link: https://www.econbiz.de/10000936970
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Identification of causal factor models of stationary time series
Heaton, Chris; Solo, Victor - In: The econometrics journal 7 (2004) 2, pp. 618-627
Persistent link: https://www.econbiz.de/10007442924