Author:
Carriero Andrea,Kapetanios George,Marcellino Massimiliano
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Reference45 articles.
1. Nested reduced-rank autoregressive models for time series;Ahn;Journal of the American Statistical Association,1988
2. Autocorrelation, autoregression and autoregressive approximation;An;Annals of Statistics,1982
3. Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions;Bai;Econometrica,2006
4. Boosting diffusion indices;Bai;Journal of Applied Econometrics,2009
5. Large Bayesian Vector Auto Regressions;Banbura;Journal of Applied Econometrics,2009
Cited by
69 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