ARC: Connections: ELMAR: TOC areas: methods: journals

Journal of Econometrics  Relevant ARCategory: Marketing Journals

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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]

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