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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Dijk, Dick van"
~source:"base"
~source:"econis"
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Dynamische Wirtschaftstheorie
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Factor analysis
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Factor copulas
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Factor structure
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Dijk, Dick van
Diebold, Francis X.
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Timmermann, Allan
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Clements, Michael P.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper / Tinbergen Institute
25
Econometric Institute research papers
10
International journal of forecasting
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ERIM report series research in management
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Journal of applied econometrics
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Discussion paper / School of Economics, The University of New South Wales
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Report / Econometric Institute, Erasmus University Rotterdam
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The Euro area business cycle : stylized facts and measurement issues
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Tinbergen Institute Discussion Paper 2010-115/4
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ECONIS (ZBW)
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Closed-form multi-factor copula models with observation-driven dynamic factor loadings
Opschoor, Anne
;
Lucas, André
;
Barra, István
;
Dijk, …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1066-1079
Persistent link: https://www.econbiz.de/10012653226
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