TOC: J Econometrics


Journal of Econometrics, 163(1)

 ARC: Connections: ELMAR: TOC

Arrow Doodadareas: methods: journals

Journal of Econometrics 

Relevant ARCategory: Marketing Journals 

Factor structures for panel and multivariate time series data
Franz C. Palm, Jean-Pierre Urbain [Publisher] [Google Scholar]

Infinite-dimensional VARs and factor models?
Alexander Chudik, M. Hashem Pesaran [Publisher] [Google Scholar]

The general dynamic factor model: One-sided representation results
Mario Forni, Marco Lippi [Publisher] [Google Scholar]

Dynamic factors in the presence of blocks
Marc Hallin, Roman Liška [Publisher] [Google Scholar]

Market liquidity as dynamic factors
Marc Hallin, Charles Mathias, Hugues Pirotte, David Veredas [Publisher] [Google Scholar]

Fitting dynamic factor models to non-stationary time series
Michael Eichler, Giovanni Motta, Rainer von Sachs [Publisher] [Google Scholar]

Testing for structural breaks in dynamic factor models
Jörg Breitung, Sandra Eickmeier [Publisher] [Google Scholar]

Cross-sectional dependence robust block bootstrap panel unit root tests
Franz C. Palm, Stephan Smeekes, Jean-Pierre Urbain [Publisher] [Google Scholar]

A characterization of vector autoregressive processes with common cyclical features
Massimo Franchi, Paolo Paruolo [Publisher] [Google Scholar]

Method of moments estimation of GO-GARCH models
H. Peter Boswijk, Roy van der Weide [Publisher] [Google Scholar]