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A comparison of estimation methods for dynamic factor models of large dimensions
Kapetanios, George (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867670
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Time varying three pass regression filter
Marcellino, Massimiliano; Dendramis, Yiannis; … - 2023
Persistent link: https://www.econbiz.de/10014383819
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Nonparametric time varying IV-SVARs : estimation and inference
Braun, Robin; Kapetanios, George; Marcellino, Massimiliano - 2024
Persistent link: https://www.econbiz.de/10015271384
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Cross-sectional averaging and instrumental variable estimation with many weak instruments
Kapetanios, George; Marcellino, Massimiliano - In: Economics letters 108 (2010) 1, pp. 36-39
Persistent link: https://www.econbiz.de/10008662294
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Factor-GMM estimation with large sets of possibly weak instruments
Kapetanios, George; Marcellino, Massimiliano - 2010
Persistent link: https://www.econbiz.de/10003957676
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Cross-sectional averaging and instrumental variable estimation with many weak instruments
Kapetanios, George (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003671718
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A shrinkage instrumental variable estimator for large datasets
Carriero, Andrea (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003671721
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A parametric estimation method for dynamic factor models of large dimensions
Kapetanios, George (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003320407
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A parametric estimation method for dynamic factor models of large dimensions
Kapetanios, George; Marcellino, Massimiliano - 2006
Persistent link: https://www.econbiz.de/10003322844
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Factor-GMM estimation with large sets of possibly weak instruments
Kapetanios, George (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003386098