Narrow search
Showing 1 - 10 of 642
Cover Image
Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Aït-Sahalia, Yacine; Xiu, Dacheng - In: Journal of econometrics 201 (2017) 2, pp. 384-399
Persistent link: https://www.econbiz.de/10011920525
Cover Image
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing; Ke, Yuan; Liao, Yuan - In: Journal of econometrics 222 (2021) 1,2, pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Cover Image
Consistent estimation of time-varying loadings in high-dimensional factor models
Mikkelsen, Jakob Guldbæk; Hillebrand, Eric; Urga, Giovanni - In: Journal of econometrics 208 (2019) 2, pp. 535-562
Persistent link: https://www.econbiz.de/10012145182
Cover Image
Detecting big structural breaks in large factor models
Chen, Liang; Dolado, Juan J.; Gonzalo, Jesús - In: Journal of econometrics 180 (2014) 1, pp. 30-48
Persistent link: https://www.econbiz.de/10010379487
Cover Image
Do unemployment insurance recipients actively seek work? : Evidence from randomized trials in four US states
Ashenfelter, Orley; Ashmore, David; Deschênes, Olivier - In: Journal of econometrics 125 (2005) 1/2, pp. 53-75
Persistent link: https://www.econbiz.de/10002526617
Cover Image
Efficiency of thin and thick markets
Gan, Li; Li, Qi - In: Journal of econometrics 192 (2016) 1, pp. 40-54
Persistent link: https://www.econbiz.de/10011610655
Cover Image
Root-T consistent density estimation in GARCH models
Delaigle, Aurore; Meister, Alexander; Rombouts, Jeroen V. K. - In: Journal of econometrics 192 (2016) 1, pp. 55-63
Persistent link: https://www.econbiz.de/10011610662
Cover Image
The effect of job flexibility on female labor market outcomes : estimates from a search and bargaining model
Flabbi, Luca; Moro, Andrea - In: Journal of econometrics 168 (2012) 1, pp. 81-95
Persistent link: https://www.econbiz.de/10009612790
Cover Image
Canonical correlation-based model selection for the multilevel factors
Choi, In; Lin, Rui; Shin, Yongcheol - In: Journal of econometrics 233 (2023) 1, pp. 22-44
Persistent link: https://www.econbiz.de/10014340924
Cover Image
Large dimensional latent factor modeling with missing observations and applications to causal inference
Xiong, Ruoxuan; Pelger, Markus - In: Journal of econometrics 233 (2023) 1, pp. 271-301
Persistent link: https://www.econbiz.de/10014341054