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~person:"Hallin, Marc"
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Search: subject:"Factor Models"
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Zeitreihenanalyse
17
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16
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Hallin, Marc
Marcellino, Massimiliano
64
Kapetanios, George
57
Barigozzi, Matteo
43
Eickmeier, Sandra
36
Lippi, Marco
26
Schumacher, Christian
26
Forni, Mario
24
Ravazzolo, Francesco
23
Pesaran, M. Hashem
22
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21
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19
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18
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17
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16
Grassi, Stefano
16
Hubrich, Kirstin
16
Koopman, Siem Jan
16
Luciani, Matteo
16
Capasso, Marco
15
Heckman, James J.
15
Zaffaroni, Paolo
15
Breitung, Jörg
14
Gobillon, Laurent
14
Magnac, Thierry
13
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Masten, Igor
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12
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11
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11
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10
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European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management
3
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ECONIS (ZBW)
18
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9
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1
The dynamic, the static, and the weak
factor
models
and the analysis of high-dimensional time series
Barigozzi, Matteo
;
Hallin, Marc
-
2024
Persistent link: https://www.econbiz.de/10015050256
Saved in:
2
Inferential theory for generalized dynamic
factor
models
Barigozzi, Matteo
;
Hallin, Marc
;
Luciani, Matteo
; …
-
2021
Persistent link: https://www.econbiz.de/10012614627
Saved in:
3
Dynamic
factor
models
: a genealogy
Barigozzi, Matteo
;
Hallin, Marc
-
2023
Persistent link: https://www.econbiz.de/10014391458
Saved in:
4
Manfred Deistler and the general dynamic factor model approach to the analysis of high-dimensional time series
Hallin, Marc
-
2022
Persistent link: https://www.econbiz.de/10013415114
Saved in:
5
Time-varying general dynamic
factor
models
and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
-
2019
Persistent link: https://www.econbiz.de/10012064799
Saved in:
6
Time-varying general dynamic
factor
models
and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
-
2019
Persistent link: https://www.econbiz.de/10012183847
Saved in:
7
One-Sided Representations of Generalized Dynamic
Factor
Models
Hallin, Marc
;
Forni, Mario
;
Lippi, Marco
;
Zaffaroni, Paolo
-
European Centre for Advanced Research in Economics and …
-
2011
data. Those methods rely on various
factor
models
which all are particular cases of the Generalized Dynamic Factor Model …
Persistent link: https://www.econbiz.de/10009203554
Saved in:
8
Generalized dynamic
factor
models
and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
-
2018
Persistent link: https://www.econbiz.de/10012064840
Saved in:
9
Time-varying general dynamic
factor
models
and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
Saved in:
10
Identification of global and national shocks in international financial markets via general dynamic
factor
models
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
-
2017
Persistent link: https://www.econbiz.de/10011673310
Saved in:
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