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Records found: 15

DP14232	Global Market Inefficiencies Author(s): Söhnke M Bartram and Mark Grinblatt Published: December 2019
DP11388	In-sample Inference and Forecasting in Misspecified Factor Models Author(s): Marine Carrasco and Barbara Rossi Published: July 2016
DP7726	Factor-GMM Estimation with Large Sets of Possibly Weak Instruments Author(s): George Kapetanios and Massimiliano Marcellino Published: March 2010
DP6043	A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering Author(s): Catherine Doz, Domenico Giannone and Lucrezia Reichlin Published: January 2007
DP5829	Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components? Author(s): Christine De Mol, Domenico Giannone and Lucrezia Reichlin Published: September 2006
DP5633	New EuroCOIN: Tracking Economic Growth in Real Time Author(s): Filippo Altissimo, Riccardo Cristadoro, Mario Forni, Marco Lippi and Giovanni Veronese Published: April 2006
DP5621	Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation Author(s): George Kapetanios and Massimiliano Marcellino Published: April 2006
DP5620	A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions Author(s): George Kapetanios and Massimiliano Marcellino Published: April 2006
DP5604	Marketwide Private Information in Stocks: Forecasting Currency Returns Author(s): Rui Albuquerque, Eva de Francisco and Luis Marques Published: March 2006
DP3432	The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting Author(s): Mario Forni, Marc Hallin, Marco Lippi and Lucrezia Reichlin Published: June 2002
DP2509	The Generalized Dynamic Factor Model: Representation Theory Author(s): Mario Forni and Marco Lippi Published: July 2000
DP2400	Reference Cycles: The NBER Methodology Revisited Author(s): Mario Forni, Marc Hallin, Marco Lippi and Lucrezia Reichlin Published: March 2000
DP2338	The Generalized Dynamic Factor Model: Identification and Estimation Author(s): Mario Forni, Marc Hallin, Marco Lippi and Lucrezia Reichlin Published: December 1999
DP1285	Dynamic Common Factors in Large Cross-Sections Author(s): Mario Forni and Lucrezia Reichlin Published: December 1995
DP1244	Let's Get Real: A Dynamic Factor Analytical Approach to Disaggregated Business Cycle Author(s): Mario Forni and Lucrezia Reichlin Published: September 1995

Records Found 15