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On time-varying factor models: Estimation and testing. (2017). Su, Liangjun ; Wang, Xia.
In: Journal of Econometrics.
RePEc:eee:econom:v:198:y:2017:i:1:p:84-101.

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  23. Das neue KOF Konjunkturbarometer – Version 2014. (2014). Sturm, Jan-Egbert ; Siliverstovs, Boriss ; Graff, Michael ; Abberger, Klaus.
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  24. Linear regression for panel with unknown number of factors as interactive fixed effects. (2014). Weidner, Martin ; Moon, Hyungsik.
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  25. Understanding the Deviations of the Taylor Rule: A New Methodology with an Application to Australia. (2014). Vespignani, Joaquin ; Hudson, Kerry B..
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  26. Sufficient information in structural VARs. (2014). Gambetti, Luca ; Forni, Mario.
    In: Journal of Monetary Economics.
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  27. Detecting big structural breaks in large factor models. (2014). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang ; JuanJ. Dolado, .
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  28. Selection of the number of factors in presence of structural instability: a Monte Carlo study. (2014). Stevanovic, Dalibor ; MAO TAKONGMO, Charles Olivier.
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  29. Dimensions of Macroeconomic Uncertainty: A Common Factor Analysis. (2014). Henzel, Steffen ; Rengel, Malte.
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  30. Commodity Price Co-Movement and Global Economic Activity. (2014). Coibion, Olivier ; Alquist, Ron.
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  31. The Global Partnership for Sustainable Development. (2013). Quibria, M.G. ; Huang, Yongfu.
    In: WIDER Working Paper Series.
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  32. Model Selection for Factor Analysis: Some New Criteria and Performance Comparisons. (2013). Choi, In.
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  33. Global Currency Misalignments, Crash Sensitivity, and Downside Insurance Costs. (2013). Zhao, Yang ; MacDonald, Ronald ; Huang, Huichou.
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  34. A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets. (2013). GUO-FITOUSSI, Liang .
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  35. Detecting Big Structural Breaks in Large Factor Models. (2013). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang.
    In: Economics Series Working Papers.
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  36. Bond Spreads and Economic Activity in Eight European Economies. (2013). Mizen, Paul ; Bleaney, Michael ; Veleanu, Veronica.
    In: Discussion Papers.
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  37. The Comovement in Commodity Prices; Sources and Implications. (2013). Coibion, Olivier ; Alquist, Ron.
    In: IMF Working Papers.
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  38. Testing for Factor Loading Structural Change under Common Breaks. (2013). Yamamoto, Yohei ; Tanaka, Shinya .
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  39. Shrinkage estimation of high-dimensional factor models with structural instabilities. (2013). Schorfheide, Frank ; Liao, Zhipeng ; Cheng, Xu.
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  40. Large panel data models with cross-sectional dependence: a survey. (2013). Pesaran, M ; Chudik, Alexander.
    In: Globalization Institute Working Papers.
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  41. Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model. (2013). Moreira, Marcelo ; Hallin, Marc ; Onatski, Alexei ; Marcelo Moreira J., .
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  42. Dimensions of macroeconomic uncertainty: A common factor analysis. (2013). Henzel, Steffen ; Rengel, Malte.
    In: ifo Working Paper Series.
    RePEc:ces:ifowps:_167.

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  43. Large Panel Data Models with Cross-Sectional Dependence: A Survey. (2013). Pesaran, M ; Chudik, Alexander.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4371.

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  44. Factor models. (2011). Choi, In ; Breitung, Jörg.
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    RePEc:sgo:wpaper:1121.

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  45. Principal Components and Factor Analysis. A Comparative Study.. (2011). Travaglini, Guido.
    In: MPRA Paper.
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  46. Panel Data Models with Unobserved Multiple Time- Varying Effects to Estimate Risk Premium of Corporate Bonds. (2010). Kneip, Alois ; Bada, Oualid .
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  47. Supervised Principal Components and Factor Instrumental Variables. An Application to Violent CrimeTrends in the US, 1982-2005.. (2010). Travaglini, Guido.
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  48. Cross-sectional Dependence in Panel Data Analysis. (2010). Sarafidis, Vasilis ; Wansbeek, Tom.
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  49. A Robust Criterion for Determining the Number of Factors in Approximate Factor Models. (2009). Capasso, Marco ; Barigozzi, Matteo ; Alessi, Lucia.
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  50. Bond Spreads as Predictors of Economic Activity in Eight European Economies. (). Mizen, Paul ; Bleaney, Michael ; Veleanu, Veronica.
    In: Discussion Papers.
    RePEc:not:notcfc:12/11.

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