Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments

Diffusion index models and index proxies: Recent results and new directions

Armah, Nii Ayi, (2011)

Some variables are more worthy than others: New diffusion index evidence on the monitoring of key economic indicators

Armah, Nii Ayi, (2011)

Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output

Swanson, Norman, (2006)