Marco Lippi

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Common Components Structural VARs
Journal of Business and Economic Statistics
2026-04-17Paper
Approximating singular by means of non-singular structural VARs2025-08-08Paper
The KANDY benchmark: incremental neuro-symbolic learning and reasoning with Kandinsky patterns
Machine Learning
2025-06-23Paper
VALIDATING DSGE MODELS WITH SVARS AND HIGH-DIMENSIONAL DYNAMIC FACTOR MODELS
Econometric Theory
2024-01-09Paper
Large-dimensional dynamic factor models: estimation of impulse-response functions with I(1) cointegrated factors
Journal of Econometrics
2021-03-24Paper
scientific article; zbMATH DE number 7307121 (Why is no real title available?)2021-02-06Paper
Dynamic factor models with infinite-dimensional factor spaces: asymptotic analysis2021-02-06Paper
Dynamic factor models with infinite-dimensional factor spaces: one-sided representations2021-02-06Paper
The generalized dynamic factor model: one-sided estimation and forecasting2021-02-06Paper
The generalized dynamic factor model: consistency and rates2021-02-06Paper
The generalized dynamic factor model: identification and estimation2021-02-06Paper
Factor models in high-dimensional time series -- a time-domain approach2021-02-06Paper
The generalized dynamic factor model: representation theory2021-02-06Paper
Counts-of-counts similarity for prediction and search in relational data
Data Mining and Knowledge Discovery
2021-01-15Paper
Optimal dimension reduction for high-dimensional and functional time series
Statistical Inference for Stochastic Processes
2018-08-10Paper
Optimally solving permutation sorting problems with efficient partial expansion bidirectional heuristic search
AI Communications
2017-11-10Paper
Dynamic factor models with infinite-dimensional factor space: asymptotic analysis
Journal of Econometrics
2017-05-23Paper
The general dynamic factor model: one-sided representation results
Journal of Econometrics
2016-08-12Paper
Type extension trees for feature construction and learning in relational domains
Artificial Intelligence
2015-08-27Paper
Infinite-dimensional autoregressive systems and the generalized dynamic factor model2015-07-13Paper
Dynamic factor models with infinite-dimensional factor spaces: one-sided representations
Journal of Econometrics
2015-05-06Paper
Factor models in high-dimensional time series: A time-domain approach
Stochastic Processes and their Applications
2014-04-28Paper
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
Econometric Theory
2014-04-23Paper
The generalized dynamic factor model consistency and rates
Journal of Econometrics
2014-03-07Paper
Relational information gain
Machine Learning
2012-05-08Paper
A semiparametric generative model for efficient structured-output supervised learning
Annals of Mathematics and Artificial Intelligence
2009-09-18Paper
The Generalized Dynamic Factor Model
Journal of the American Statistical Association
2007-08-20Paper
ISSUES CONCERNING THE APPROXIMATION UNDERLYING THE SPECTRAL REPRESENTATION THEOREM
Econometric Theory
2005-10-18Paper
scientific article; zbMATH DE number 1911755 (Why is no real title available?)2003-05-18Paper
scientific article; zbMATH DE number 1432780 (Why is no real title available?)2000-04-17Paper
Aggregation of linear dynamic microeconomic models
Journal of Mathematical Economics
1999-09-01Paper
VAR analysis, nonfundamental representations, Blaschke matrices
Journal of Econometrics
1995-06-18Paper
On the dynamic shape of aggregated error correction models
Journal of Economic Dynamics and Control
1988-01-01Paper
scientific article; zbMATH DE number 3273642 (Why is no real title available?)1966-01-01Paper
scientific article; zbMATH DE number 3273641 (Why is no real title available?)1966-01-01Paper


Research outcomes over time


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