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Dynamic factor models with infinite-dimensional factor space : asymptotic analysis
Forni, Mario; Hallin, Marc; Lippi, Marco; Zaffaroni, Paolo - 2015
Persistent link: https://www.econbiz.de/10011289217
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Dynamic factor models with infinite-dimensional factor space : asymptotic analysis
Forni, Mario; Hallin, Marc; Lippi, Marco; Zaffaroni, Paolo - 2015
Persistent link: https://www.econbiz.de/10011289241
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Dynamic factor models with infinite-dimensional factor spaces : one-sided representations
Forni, Mario; Hallin, Marc; Lippi, Marco; Zaffaroni, Paolo - In: Journal of econometrics 185 (2015) 2, pp. 359-371
Persistent link: https://www.econbiz.de/10011348429
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Time series in high dimensions : the general dynamic factor model
Hallin, Marc (ed.); Lippi, Marco (ed.);  … - 2020
Persistent link: https://www.econbiz.de/10012002347
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Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis
Forni, Mario; Hallin, Marc; Lippi, Marco; Zaffaroni, Paolo - In: Journal of econometrics 199 (2017) 1, pp. 74-92
Persistent link: https://www.econbiz.de/10011818962
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The main business cycle shock(s) : frequency-band estimation of the number of dynamic factors
Avarucci, Marco; Cavicchioli, Maddalena; Forni, Mario; … - 2022
Persistent link: https://www.econbiz.de/10013188777
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Aggregation of simple linear dynamics : exact asymptotic results
Lippi, Marco; Zaffaroni, Paolo - 1998
Persistent link: https://www.econbiz.de/10000986058
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Frequency-band estimation of the number of factors detecting the main business cycle shocks
Avarucci, Marco; Cavicchiol, Maddalena; Forni, Mario; … - 2022
Persistent link: https://www.econbiz.de/10013466051
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New Eurocoin : tracking economic growth in real time
Altissimo, Filippo; Cristadoro, Riccardo; Forni, Mario; … - 2006
Persistent link: https://www.econbiz.de/10003322866
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Opening the black box: structural factor models with large cross sections
Forni, Mario; Giannone, Domenico; Lippi, Marco; … - In: Econometric theory 25 (2009) 5, pp. 1319-1347
Persistent link: https://www.econbiz.de/10003885772