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4. Insurgency and Small Wars: Estimation of Unobserved Coalition Structures. (2016). Weese, Eric ; Trebbi, Francesco.
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5. Insurgency and small Wars: Estimation of Unobserved Coalition Structures. (2016). Trebbi, Francesco ; Weese, Eric.
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1. Nowcasting services trade for the G7 economies. (2024). Mourougane, Annabelle ; Gonzales, Frederic ; Jaax, Alexander.
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2. Housing Demand Shocks and Households’ Balance Sheets. (2021). Anderes, Marc.
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3. Quantile Factor Models. (2019). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang.
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4. How well can we learn large factor models without assuming strong factors?. (2019). Zhu, Yinchu.
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5. Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo.
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6. Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics. (2016). Stock, J H ; Watson, M W.
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7. Generalized Efficient Inference on Factor Models with Long-Range Dependence. (2016). Ergemen, Yunus Emre .
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8. Changes in the Factor Structure of the U.S. Economy: Permanent Breaks or Business Cycle Regimes?. (2015). Hartigan, Luke .
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9. Short-term forecasting with mixed-frequency data: A MIDASSO approach. (2015). Siliverstovs, Boriss.
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10. A noisy principal component analysis for forward rate curves. (2015). Laurini, Márcio ; Ohashi, Alberto .
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11. Asymptotic analysis of the squared estimation error in misspecified factor models. (2015). Onatski, Alexei.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:186:y:2015:i:2:p:388-406.

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12. Risks of large portfolios. (2015). Liao, Yuan ; Fan, Jianqing ; Shi, Xiaofeng .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:186:y:2015:i:2:p:367-387.

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13. Estimating the common break date in large factor models. (2015). Chen, Liang.
    In: Economics Letters.
    RePEc:eee:ecolet:v:131:y:2015:i:c:p:70-74.

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14. Analyzing business cycle asymmetries in a multi-level factor model. (2015). Breitung, Jörg ; Eickmeier, Sandra.
    In: Economics Letters.
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15. Empirical Analysis of Agricultural Commodity Prices, Crude Oil Prices and US Dollar Exchange Rates using Panel Data Econometric Methods. (2015). Rezitis, Anthony.
    In: International Journal of Energy Economics and Policy.
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16. The macroeconomic effects of the sovereign debt crisis in the euro area. (2015). Ropele, Tiziano ; Neri, Stefano.
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17. Supervision in Factor Models Using a Large Number of Predictors. (2015). Hillebrand, Eric ; Boldrini, Lorenzo .
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18. Efficient estimation of heterogeneous coefficients in panel data models with common shock. (2014). Lu, Lina ; Li, Kunpeng.
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19. Commodity-Price Comovement and Global Economic Activity. (2014). Coibion, Olivier ; Bhattarai, Saroj ; Alquist, Ron.
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20. Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities. (2014). Schorfheide, Frank ; Liao, Zhipeng ; Cheng, Xu.
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21. Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models. (2014). Okui, Ryo ; Iwakura, Haruo .
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22. The KOF Economic Barometer, Version 2014. (2014). Sturm, Jan-Egbert ; Siliverstovs, Boriss ; Graff, Michael ; Abberger, Klaus.
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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, .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:180:y:2014:i:1:p:30-48.

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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.
    In: Working Papers.
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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.
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44. Factor models. (2011). Choi, In ; Breitung, Jörg.
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45. Principal Components and Factor Analysis. A Comparative Study.. (2011). Travaglini, Guido.
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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.
    In: MPRA Paper.
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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.
    In: Working Papers ECARES.
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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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