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!
| Publication | Date of Publication | Type |
|---|---|---|
| A two-step estimator for large approximate dynamic factor models based on Kalman filtering Journal of Econometrics | 2016-08-12 | Paper |
| A two-step estimator for large approximate dynamic factor models based on Kalman filtering Journal of Econometrics | 2011-09-01 | Paper |
| Factor Stochastic Volatility in Mean Models: A GMM Approach Econometric Reviews | 2006-08-28 | Paper |
Research outcomes over time
This page was built for person: Catherine Doz
