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Journal of econometrics
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ECONIS (ZBW)
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1
Improving GDP measurement : a measurement-error perspective
Aruoba, S. Borağan
;
Diebold, Francis X.
;
Nalewaik, Jeremy
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 384-397
Persistent link: https://www.econbiz.de/10011610607
Saved in:
2
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis
Forni, Mario
;
Hallin, Marc
;
Lippi, Marco
;
Zaffaroni, Paolo
- In:
Journal of econometrics
199
(
2017
)
1
,
pp. 74-92
Persistent link: https://www.econbiz.de/10011818962
Saved in:
3
Dynamic factor models with infinite-dimensional factor spaces : one-sided representations
Forni, Mario
;
Hallin, Marc
;
Lippi, Marco
;
Zaffaroni, Paolo
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 359-371
Persistent link: https://www.econbiz.de/10011348429
Saved in:
4
Large-dimensional dynamic factor models : estimation of impulse–response functions with I(1) cointegrated factors
Barigozzi, Matteo
;
Lippi, Marco
;
Luciani, Matteo
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 455-482
Persistent link: https://www.econbiz.de/10012619245
Saved in:
5
Inferential
theory
for generalized dynamic factor models
Barigozzi, Matteo
;
Hallin, Marc
;
Luciani, Matteo
; …
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-41
Persistent link: https://www.econbiz.de/10015074449
Saved in:
6
Nonparametric dynamic modelling
Lütkepohl, Helmut
(
contributor
)
- In:
Journal of econometrics
81
(
1997
)
1
Persistent link: https://www.econbiz.de/10001229341
Saved in:
7
Annals of econometrics: cointegration and dynamics in economics
Hendry, David F.
(
contributor
); …
- In:
Journal of econometrics
80
(
1997
)
2
,
pp. 199-422
Persistent link: https://www.econbiz.de/10001226816
Saved in:
8
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
Chen, Xiaohong
;
Fan, Yanqin
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 125-154
Persistent link: https://www.econbiz.de/10003376080
Saved in:
9
Group fused Lasso for large factor models with multiple structural breaks
Ma, Chenchen
;
Tu, Yundong
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 132-154
Persistent link: https://www.econbiz.de/10014340971
Saved in:
10
Information criteria for latent factor models : a study on factor pervasiveness and adaptivity
Guo, Xiao
;
Chen, Yu
;
Tang, Cheng Yong
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 237-250
Persistent link: https://www.econbiz.de/10014341042
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