The following pages link to Domenico Giannone (Q291639):
Displaying 3 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)
