| Publication | Date of Publication | Type |
|---|
Common Components Structural VARs Journal of Business and Economic Statistics | 2026-04-17 | Paper |
| Approximating singular by means of non-singular structural VARs | 2025-08-08 | Paper |
The KANDY benchmark: incremental neuro-symbolic learning and reasoning with Kandinsky patterns Machine Learning | 2025-06-23 | Paper |
VALIDATING DSGE MODELS WITH SVARS AND HIGH-DIMENSIONAL DYNAMIC FACTOR MODELS Econometric Theory | 2024-01-09 | Paper |
Large-dimensional dynamic factor models: estimation of impulse-response functions with I(1) cointegrated factors Journal of Econometrics | 2021-03-24 | Paper |
| scientific article; zbMATH DE number 7307121 (Why is no real title available?) | 2021-02-06 | Paper |
| Dynamic factor models with infinite-dimensional factor spaces: asymptotic analysis | 2021-02-06 | Paper |
| Dynamic factor models with infinite-dimensional factor spaces: one-sided representations | 2021-02-06 | Paper |
| The generalized dynamic factor model: one-sided estimation and forecasting | 2021-02-06 | Paper |
| The generalized dynamic factor model: consistency and rates | 2021-02-06 | Paper |
| The generalized dynamic factor model: identification and estimation | 2021-02-06 | Paper |
| Factor models in high-dimensional time series -- a time-domain approach | 2021-02-06 | Paper |
| The generalized dynamic factor model: representation theory | 2021-02-06 | Paper |
Counts-of-counts similarity for prediction and search in relational data Data Mining and Knowledge Discovery | 2021-01-15 | Paper |
Optimal dimension reduction for high-dimensional and functional time series Statistical Inference for Stochastic Processes | 2018-08-10 | Paper |
Optimally solving permutation sorting problems with efficient partial expansion bidirectional heuristic search AI Communications | 2017-11-10 | Paper |
Dynamic factor models with infinite-dimensional factor space: asymptotic analysis Journal of Econometrics | 2017-05-23 | Paper |
The general dynamic factor model: one-sided representation results Journal of Econometrics | 2016-08-12 | Paper |
Type extension trees for feature construction and learning in relational domains Artificial Intelligence | 2015-08-27 | Paper |
| Infinite-dimensional autoregressive systems and the generalized dynamic factor model | 2015-07-13 | Paper |
Dynamic factor models with infinite-dimensional factor spaces: one-sided representations Journal of Econometrics | 2015-05-06 | Paper |
Factor models in high-dimensional time series: A time-domain approach Stochastic Processes and their Applications | 2014-04-28 | Paper |
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS Econometric Theory | 2014-04-23 | Paper |
The generalized dynamic factor model consistency and rates Journal of Econometrics | 2014-03-07 | Paper |
Relational information gain Machine Learning | 2012-05-08 | Paper |
A semiparametric generative model for efficient structured-output supervised learning Annals of Mathematics and Artificial Intelligence | 2009-09-18 | Paper |
The Generalized Dynamic Factor Model Journal of the American Statistical Association | 2007-08-20 | Paper |
ISSUES CONCERNING THE APPROXIMATION UNDERLYING THE SPECTRAL REPRESENTATION THEOREM Econometric Theory | 2005-10-18 | Paper |
| scientific article; zbMATH DE number 1911755 (Why is no real title available?) | 2003-05-18 | Paper |
| scientific article; zbMATH DE number 1432780 (Why is no real title available?) | 2000-04-17 | Paper |
Aggregation of linear dynamic microeconomic models Journal of Mathematical Economics | 1999-09-01 | Paper |
VAR analysis, nonfundamental representations, Blaschke matrices Journal of Econometrics | 1995-06-18 | Paper |
On the dynamic shape of aggregated error correction models Journal of Economic Dynamics and Control | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 3273642 (Why is no real title available?) | 1966-01-01 | Paper |
| scientific article; zbMATH DE number 3273641 (Why is no real title available?) | 1966-01-01 | Paper |