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1
Testing for structural changes in factor models via a nonparametric regression
Su, Liangjun
;
Wang, Xia
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1127-1158
Persistent link: https://www.econbiz.de/10012404092
Saved in:
2
Locally stationary factor models : identification and nonparametric estimation
Motta, Giovanni
;
Hafner, Christian M.
;
Sachs, Rainer von
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1279-1319
Persistent link: https://www.econbiz.de/10009489713
Saved in:
3
Efficient estimation of factor models
Choi, In
- In:
Econometric theory
28
(
2012
)
2
,
pp. 274-308
Persistent link: https://www.econbiz.de/10009520949
Saved in:
4
Test for parameter instability in dynamic factor models
Han, Xu
;
Inoue, Atsushi
- In:
Econometric theory
31
(
2015
)
5
,
pp. 1117-1152
Persistent link: https://www.econbiz.de/10011545524
Saved in:
5
Identification of joint distributions in dependent factor models
Ben-Moshe, Dan
- In:
Econometric theory
34
(
2018
)
1
,
pp. 134-165
Persistent link: https://www.econbiz.de/10011950930
Saved in:
6
Estimation of time-varying covariance matrices for large datasets
Dendramis, Yiannis
;
Giraitis, Liudas
;
Kapetanios, George
- In:
Econometric theory
37
(
2021
)
6
,
pp. 1100-1134
Persistent link: https://www.econbiz.de/10012704806
Saved in:
7
Limit theorems for factor models
Anatolyev, Stanislav
;
Mikusheva, Anna
- In:
Econometric theory
37
(
2021
)
5
,
pp. 1034-1074
Persistent link: https://www.econbiz.de/10012656394
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8
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
Saved in:
9
Efficient estimation of generalized additive nonparametric regression models
Linton, Oliver
- In:
Econometric theory
16
(
2000
)
4
,
pp. 502-523
Persistent link: https://www.econbiz.de/10001517331
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10
Unequally spaced panel data regressions with AR(1) disturbances
Baltagi, Badi H.
;
Wu, Ping X.
- In:
Econometric theory
15
(
1999
)
6
,
pp. 814-823
Persistent link: https://www.econbiz.de/10001507479
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