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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Giannone, Domenico"
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Giannone, Domenico
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Priors for the long run
Giannone, Domenico
;
Lenza, Michele
;
Primiceri, Giorgio E.
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2016
Persistent link: https://www.econbiz.de/10011502293
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Forecasting using a large number of predictors : is Bayesian regression a valid alternative to principal components?
Mol, Christine de
;
Giannone, Domenico
;
Reichlin, Lucrezia
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2006
Persistent link: https://www.econbiz.de/10003381781
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3
A quasi maximum likelihood approach for large approximate dynamic factor models
Doz, Catherine
;
Giannone, Domenico
;
Reichlin, Lucrezia
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2006
Persistent link: https://www.econbiz.de/10003353030
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4
A two-step estimator for large approximate dynamic factor models based on Kalman filtering
Doz, Catherine
;
Giannone, Domenico
;
Reichlin, Lucrezia
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2007
Persistent link: https://www.econbiz.de/10003413769
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