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11
Dynamic factor models : a review of the literature
Barhoumi, Karim
;
Darné, Olivier
;
Ferrara, Laurent
- In:
Journal of business cycle measurement and analysis : a …
(
2013
)
2
,
pp. 73-107
Persistent link: https://www.econbiz.de/10010418850
Saved in:
12
Movements in the term structure of interest rates
Bliss, Robert R.
- In:
Economic review
82
(
1997
)
4
,
pp. 16-33
Persistent link: https://www.econbiz.de/10001234405
Saved in:
13
An EM algorithm for conditionally heteroscedastic factor models
Dēmos, Antōnēs A.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
3
,
pp. 357-361
Persistent link: https://www.econbiz.de/10001246504
Saved in:
14
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:
15
Daily market news sentiment and stock prices
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2015
Persistent link: https://www.econbiz.de/10011432600
Saved in:
16
Forecasting with large unbalanced datasets : the mixed frequency three-pass regression filter
Hepenstrick, Christian
;
Marcellino, Massimiliano
-
2016
but compares well to alternative mixed frequency factor
estimation
procedures in terms of theoretical properties, finite …
USA
and a variety of other countries. …
Persistent link: https://www.econbiz.de/10011541230
Saved in:
17
Eigenvalue ratio estimators for the number of common factors
Cavicchioli, Maddalena
;
Forni, Mario
;
Lippi, Marco
; …
-
2016
Persistent link: https://www.econbiz.de/10011544556
Saved in:
18
Estimating the technology of children's skill formation
Agostinelli, Francesco
;
Wiswall, Matthew
-
2016
Persistent link: https://www.econbiz.de/10011523927
Saved in:
19
In-sample inference and forecasting in misspecified factor models
Carrasco, Marine
;
Rossi, Barbara
-
2016
Persistent link: https://www.econbiz.de/10011524318
Saved in:
20
How crashes develop : intradaily volatility and crash evolution
Bates, David S.
-
2016
Persistent link: https://www.econbiz.de/10011451109
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