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ECONIS (ZBW)
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1
High-dimensional VARs with common factors
Miao, Ke
;
Phillips, Peter C. B.
;
Su, Liangjun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 155-183
Persistent link: https://www.econbiz.de/10014340976
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2
Quasi-maximum likelihood
estimation
of break point in high-dimensional factor models
Duan, Jiangtao
;
Bai, Jushan
;
Han, Xu
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 209-236
Persistent link: https://www.econbiz.de/10014340997
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3
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
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4
Aggregation in large dynamic panels
Pesaran, M. Hashem
;
Chudik, Alexander
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 273-285
Persistent link: https://www.econbiz.de/10010256161
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5
Variable selection,
estimation
and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 173-187
Persistent link: https://www.econbiz.de/10009270389
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6
Testing for structural breaks in dynamic factor models
Breitung, Jörg
;
Eickmeier, Sandra
- In:
Journal of econometrics
163
(
2011
)
1
,
pp. 71-84
Persistent link: https://www.econbiz.de/10009270447
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7
Infinite-dimensional VARs and factor models
Chudik, Alexander
;
Pesaran, M. Hashem
- In:
Journal of econometrics
163
(
2011
)
1
,
pp. 4-22
Persistent link: https://www.econbiz.de/10009270601
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8
Bayesian exploratory factor analysis
Conti, Gabriella
;
Frühwirth-Schnatter, Sylvia
; …
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10010506092
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9
Inference on factor structures in heterogeneous panels
Castagnetti, Carolina
;
Rossi, Eduardo
;
Trapani, Lorenzo
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 145-157
Persistent link: https://www.econbiz.de/10011326797
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10
Estimation
and inference of dynamic structural factor models with over-identifying restrictions
Han, Xu
- In:
Journal of econometrics
202
(
2018
)
2
,
pp. 125-147
Persistent link: https://www.econbiz.de/10011974557
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