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Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects
Galbraith, John W.; Zinde-Walsh, Victoria - In: Journal of econometrics 218 (2020) 2, pp. 609-632
Persistent link: https://www.econbiz.de/10012483173
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Estimators of long-memory : fourier versus wavelets
Fay͏̈, Gilles; Moulines, Eric; Roueff, François; … - In: Journal of econometrics 151 (2009) 2, pp. 159-177
Persistent link: https://www.econbiz.de/10003877962
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A spectral EM algorithm for dynamic factor models
Fiorentini, Gabriele; Galesi, Alessandro; Sentana, Enrique - In: Journal of econometrics 205 (2018) 1, pp. 249-279
Persistent link: https://www.econbiz.de/10012110263