The following pages link to Domenico Giannone (Q291639):
Displaying 12 items.
- A two-step estimator for large approximate dynamic factor models based on Kalman filtering (Q58366) (← links)
- VARs, common factors and the empirical validation of equilibrium business cycle models (Q291642) (← links)
- Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components? (Q299225) (← links)
- Nowcasting with large Bayesian vector autoregressions (Q2106382) (← links)
- Sparse and stable Markowitz portfolios (Q3069222) (← links)
- MULTIMODALITY IN MACROFINANCIAL DYNAMICS (Q4959684) (← links)
- (Q5149186) (← links)
- Priors for the Long Run (Q5231487) (← links)
- OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS (Q5411519) (← links)
- Economic Predictions With Big Data: The Illusion of Sparsity (Q6100262) (← links)
- Comment (Q6667081) (← links)
- Unspanned Macroeconomic Factors in the Yield Curve (Q6667096) (← links)
