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Category: ECONOMETRICS [ All ]

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  Title Copies
TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS 
Edition: APRIL 
Year: 2003 
VARs, COMMON FACTORS AND THE EMPIRICAL VALIDATION OF EQUILIBRIUM BUSINESS CYCLE MODELS 
Edition: MARCH 
Year: 2006 
FORECASTING WITH NONSTATIONARY DYNAMIC FACTOR MODELS 
LARGE PANELS WITH COMMON FACTORS AND SPATIAL CORRELATION 
Edition: DECEMBER 
Year: 2010 
ECONOMETRIC ANALYSIS OF FEATURING A DOMINANT UNIT 
Edition: MAY 
Year: 2010 
THE GENERAL DYNAMIC FACTOR MODEL: ONE-SIDED REPRESENTATION RESULTS 
TESTING FOR BREAKS IN DYNAMIC FACTOR MODELS 
A PANIC ATTACK ON UNIT ROOTS AND COINTEGRATION 
Edition: DECEMBER 
Year: 2001 
WEAK AND STRONG CROSS SECTION DEPENDENCE AND ESTIMATION OF LARGE PANELS 
Edition: OCTOBER 
Year: 2019 
NON-STATIONARY DYNAMIC FACTOR MODELS FOR LARGE DATASETS [X2]