1

Model selection with estimated factors and idiosyncratic components

Year:
2017
Language:
english
File:
PDF, 1.83 MB
english, 2017
3

Dynamic persistence in the unemployment rate of OECD countries

Year:
2011
Language:
english
File:
PDF, 631 KB
english, 2011
5

Revisiting Targeted Factors

Year:
2016
Language:
english
File:
PDF, 149 KB
english, 2016
6

Confidence intervals in regressions with estimated factors and idiosyncratic components

Year:
2017
Language:
english
File:
PDF, 434 KB
english, 2017
7

Replicating rockets and feathers

Year:
2018
Language:
english
File:
PDF, 703 KB
english, 2018
8

Nowcasting Indian GDP

Year:
2018
Language:
english
File:
PDF, 1.21 MB
english, 2018
9

Testing Nowcast Monotonicity with Estimated Factors

Year:
2018
Language:
english
File:
PDF, 1.18 MB
english, 2018
10

Horizon confidence sets

Year:
2020
File:
PDF, 2.09 MB
2020