Sfoglia per Rivista JOURNAL OF ECONOMETRICS
Theory-coherent forecasting
2014 Giacomini, Raffaella; Ragusa, Giuseppe
A two-step estimator for large approximate dynamic factor models based on Kalman filtering
2011 Catherine, Doz; Giannone, Domenico; Lucrezia, Reichlin
VARs, common factors and the empirical validation of equilibrium business cycle models
2006 Giannone, Domenico; Lucrezia, Reichlin; Luca, Sala
Varying Parameter Models to Accommodate Dynamic Promotion Effects
1999 Foekens, E. W.; Leeflang, Pieters; Wittink, D. R.
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
Theory-coherent forecasting | 2014 | Giacomini, Raffaella; Ragusa, Giuseppe | |
A two-step estimator for large approximate dynamic factor models based on Kalman filtering | 2011 | Catherine, Doz; Giannone, Domenico; Lucrezia, Reichlin | |
VARs, common factors and the empirical validation of equilibrium business cycle models | 2006 | Giannone, Domenico; Lucrezia, Reichlin; Luca, Sala | |
Varying Parameter Models to Accommodate Dynamic Promotion Effects | 1999 | Foekens, E. W.; Leeflang, Pieters; Wittink, D. R. |
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