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  Title Copies
DYNAMIC FACTOR MODELS, COINTEGRATION, AND ERROR CORRECTION MECHANISMS 
DYNAMIC FACTOR MODELS, COINTEGRATION, AND ERROR CORRECTION MECHANISMS 
Edition: JANUARY 
Year: 2017 
NON-STATIONARY DYNAMIC FACTOR MODELS FOR LARGE DATASETS [X2] 
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS-SECTIONS 
Edition: WORKING PAPER 036 
Year: 2008 
THE GENERAL DYNAMIC FACTOR MODEL: ONE-SIDED REPRESENTATION RESULTS 
THE GENERALIZED DYNAMIC-FACTOR MODEL: IDENTIFICATION AND ESTIMATION 
Edition: THE REVIEW OF ECONOMICS AND STATISTICS, November 82(4) 
Volume: 82(4) 
Year: 2000 
VAR ANALYSIS, NONFUNDAMENTAL REPRESENTATIONS, BLASCHKE MATRICES