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1
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
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2
Modeling cyclical behavior with differential-difference equations in an unobserved components framework
Chambers, Marcus J.
;
MacGarry, Joanne
- In:
Econometric theory
18
(
2002
)
2
,
pp. 387-419
Persistent link: https://www.econbiz.de/10001661304
Saved in:
3
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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4
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
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5
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:
6
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:
7
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
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8
Asymptotics for cointegrated processes with infrequent stochastic level shifts and outliers
Georgiev, Iliyan
- In:
Econometric theory
24
(
2008
)
3
,
pp. 587-615
Persistent link: https://www.econbiz.de/10003894270
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9
Asymptotic theory for maximum likelihood estimation of the memory parameter in stationary Gaussian processes
Lieberman, Offer
;
Rosemarin, Roy
;
Rousseau, Judith
- In:
Econometric theory
28
(
2012
)
2
,
pp. 457-470
Persistent link: https://www.econbiz.de/10009520934
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10
Signal extraction in long memory stochastic volatility
Arteche, Josu
- In:
Econometric theory
31
(
2015
)
6
,
pp. 1382-1402
Persistent link: https://www.econbiz.de/10011545560
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