Matteo Barigozzi

Discipline

Economies et finances (16)

Type de document

Textes imprimés (14) Livres et chapitres d'ouvrages (2)

Co-auteur

Date

Source

Mot-clé

science économique (14) Economics (14) Econometrics (14) temps (durée) (11) modèle (11) Time (11) Example (11) Models (11) Series (9) Manufacturers' agents (9) Commission merchants (9) abords (agglomération) (8) spectacle (7) analyse (7) Analysis (7) statistiques (6) papier (6) Statistics (6) Statistics (6) Paper (6) Statistics (6) méthodologie (5) Case (5) Methodology (5) Methodology (5) Infinite (5) Inference (5) Grammar, Comparative and general--Case (5) Case (5) Properties (5)

Documents écrit par Matteo Barigozzi (16) | parle de Matteo Barigozzi (0)

The Dynamic, the Static, and the Weak factor models and the analysis of high-dimensional time series
Matteo Barigozzi et al. (15 juil. 2024)
Dynamic Factor Models: a Genealogy
Matteo Barigozzi et al. (26 oct. 2023)
Asymptotic equivalence of Principal Components and Quasi Maximum Likelihood estimators in Large Approximate Factor Models
Matteo Barigozzi (19 juil. 2023)
Hierarchical DCC-HEAVY Model for High-Dimensional Covariance Matrices
Emilija Dzuverovic et al. (15 mai 2023)
Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models: A Critical Review
Matteo Barigozzi (21 mars 2023)
Multidimensional dynamic factor models
Matteo Barigozzi et al. (29 janv. 2023)
On Estimation and Inference of Large Approximate Dynamic Factor Models via the Principal Component Analysis
Matteo Barigozzi (3 nov. 2022)
Modelling Large Dimensional Datasets with Markov Switching Factor Models
Matteo Barigozzi et al. (18 oct. 2022)
Factor Network Autoregressions
Matteo Barigozzi et al. (4 août 2022)
Inference in heavy-tailed non-stationary multivariate time series
Matteo Barigozzi et al. (29 juil. 2021)
Quasi Maximum Likelihood Estimation of Non-Stationary Large Approximate Dynamic Factor Models
Matteo Barigozzi et al. (22 oct. 2019)
Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm
Matteo Barigozzi et al. (9 oct. 2019)
Generalized Dynamic Factor Models and Volatilities: Consistency, rates, and prediction intervals
Matteo Barigozzi et al. (25 nov. 2018)
Determining the dimension of factor structures in non-stationary large datasets
Matteo Barigozzi et al. (10 juin 2018)
2011,01: The rank of a system of engel curves : how many common factors?
Matteo Barigozzi et al. (30 juin 2011)
2008,09: The distribution of consumption-expenditure budget shares : evidence from Italian households
Matteo Barigozzi et al. (3 juin 2010)