LIPPI, Marco
LIPPI, Marco
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DYNAMIC FACTOR MODEL WITH INFINITE DIMENSIONAL FACTOR SPACE: FORECASTING
2016 Forni, Mario; Giovannelli, Alessandro; Lippi, Marco; Soccorsi, Stefano
Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations
2012 Forni, Mario; Marc, Hallin; Lippi, Marco; Paolo, Zaffaroni
Eigenvalue Ratio Estimators for the Number of Common Factors
2016 Cavicchioli, Maddalena; Forni, Mario; Lippi, Marco; Zaffaroni, Paolo
Noisy News in Business Cycles
2017 Forni, Mario; Gambetti, Luca; Lippi, Marco; Sala, Luca
The generalized dynamic factor model: Representation theory
2001 Forni, Mario; Lippi, Marco
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
DYNAMIC FACTOR MODEL WITH INFINITE DIMENSIONAL FACTOR SPACE: FORECASTING | 1-gen-2016 | Forni, Mario; Giovannelli, Alessandro; Lippi, Marco; Soccorsi, Stefano | |
Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations | 1-gen-2012 | Forni, Mario; Marc, Hallin; Lippi, Marco; Paolo, Zaffaroni | |
Eigenvalue Ratio Estimators for the Number of Common Factors | 1-gen-2016 | Cavicchioli, Maddalena; Forni, Mario; Lippi, Marco; Zaffaroni, Paolo | |
Noisy News in Business Cycles | 1-gen-2017 | Forni, Mario; Gambetti, Luca; Lippi, Marco; Sala, Luca | |
The generalized dynamic factor model: Representation theory | 1-gen-2001 | Forni, Mario; Lippi, Marco |