The following pages link to Matteo Luciani (Q2658755):
Displayed 3 items.
- Large-dimensional dynamic factor models: estimation of impulse-response functions with I(1) cointegrated factors (Q2658756) (← links)
- Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models (Q4687540) (← links)
- Inferential theory for generalized dynamic factor models (Q6150524) (← links)