Factor models and high-dimensional time series A tribute to Marco Lippi on the occasion of his 80th birthday-Reference-Cited by-同舟云学术

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Factor models and high-dimensional time series A tribute to Marco Lippi on the occasion of his 80th birthday

Published:2024-05 Issue: Volume: Page:
ISSN:2452-3062
Container-title:Econometrics and Statistics
language:en
Short-container-title:Econometrics and Statistics

Author:

Barigozzi Matteo,Deistler Manfred,Hallin Marc

Publisher

Elsevier BV

Reference37 articles.

1. Highly irregular serial correlation tests;Amengual;Econometrics and Statistics (this issue),2024

2. Multivariate Hermite polynomials and information matrix tests;Amengual;Econometrics and Statistics (this issue),2024

3. Properties of zero-free transfer function matrices;Anderson;SICE Journal of Control, Measurement and System Integration,2008

4. Inferential theory for factor models of large dimensions;Bai;Econometrica,2003

5. Dynamic factor models: a genealogy;Barigozzi,2024

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