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subject:"Time series analysis"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~person:"Forni, Mario"
~subject:"Asymmetrische Information"
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Forni, Mario
Vives, Xavier
10
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4
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ECONIS (ZBW)
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Dynamic factor model with infinite dimensional factor space : forecasting
Forni, Mario
;
Giovannelli, Alessandro
;
Lippi, Marco
; …
-
2016
Persistent link: https://www.econbiz.de/10011482273
Saved in:
2
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
Saved in:
3
The generalized dynamic factor model : one-sided estimation and forecasting
Forni, Mario
;
Hallin, Marc
;
Lippi, Marco
;
Reichlin, Lucrezia
-
2002
Persistent link: https://www.econbiz.de/10013424011
Saved in:
4
The generalized dynamic factor model : representation theory
Forni, Mario
-
2000
Persistent link: https://www.econbiz.de/10013423117
Saved in:
5
A measure of comovement for economic variables : theory and empirics
Croux, Christophe
-
1999
Persistent link: https://www.econbiz.de/10013422947
Saved in:
6
The generalized dynamic factor model : identification and estimation
Forni, Mario
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10013422950
Saved in:
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