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OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
Forni, Mario; Giannone, Domenico; Lippi, Marco; … - In: Econometric theory 25 (2009) 5, pp. 1319-1347
Persistent link: https://www.econbiz.de/10008306944
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Opening the black box: structural factor models with large cross sections
Forni, Mario; Giannone, Domenico; Lippi, Marco; … - In: Econometric theory 25 (2009) 5, pp. 1319-1347
Persistent link: https://www.econbiz.de/10003885772
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The Generalized Dynamic Factor Model: Representation Theory
Forni, Mario; Lippi, Marco - In: Econometric theory 17 (2001) 6, pp. 1113-1142
Persistent link: https://www.econbiz.de/10006976349
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The generalized dynamic factor model : representation theory
Forni, Mario; Lippi, Marco - In: Econometric theory 17 (2001) 6, pp. 1113-1141
Persistent link: https://www.econbiz.de/10001638377
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Issues concerning the approximation underlying the spectral representation theorem
Lippi, Marco - In: Econometric theory 20 (2004) 2, pp. 417-426
Persistent link: https://www.econbiz.de/10001988212
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Validating dsge models with SVARs and high-dimensional dynamic factor models
Lippi, Marco - In: Econometric theory 39 (2023) 6, pp. 1273-1291
Persistent link: https://www.econbiz.de/10014465374
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ISSUES CONCERNING THE APPROXIMATION UNDERLYING THE SPECTRAL REPRESENTATION THEOREM
Lippi, Marco - In: Econometric theory 20 (2004) 2, pp. 417-426
Persistent link: https://www.econbiz.de/10006965143
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Nonuniform bounds for nonparametric t-tests
Dufour, Jean-Marie - In: Econometric theory 7 (1991) 2, pp. 253-263
Persistent link: https://www.econbiz.de/10001118075
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Locally optimal tests against periodic autoregression : parametric and nonparametric approaches
Bentarzi, Mohamed - In: Econometric theory 12 (1996) 1, pp. 88-112
Persistent link: https://www.econbiz.de/10001201816
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Locally Optimal Tests against Periodical Autoregression: Parametric and Nonparametric Approaches
Bentarzi, Mohamed; Hallin, Marc - In: Econometric theory 12 (1996) 1, pp. 88-112
Persistent link: https://www.econbiz.de/10007001132