Author:
Alessi Lucia,Barigozzi Matteo,Capasso Marco
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference53 articles.
1. Improved penalization for determining the number of factors in approximate static factor models;Alessi;Stat. Probab. Lett.,2010
2. Properties of zero-free transfer function matrices;Anderson;SICE JCMSI,2008
3. Determining the number of factors in approximate factor models;Bai;Econometrica,2002
4. Large Bayesian vector autoregressions;Bańbura;J. Appl. Econometrics,2010
5. Measuring the effects of monetary policy: a factor-augmented vector autoregressive (FAVAR) approach;Bernanke;Quart. J. Econ.,2005
Cited by
58 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献