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Determining the Number of Factors in Approximate Factor Models, и . Econometrica, 70 (1): 191--221 (01.01.2002)doi: 10.1111/1468-0262.00273.Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions, и . Econometrica, 74 (4): 1133--1150 (182 07 2006)doi: 10.1111/j.1468-0262.2006.00696.x.Testing for unit roots in flow data sampled at different frequencies. Economics Letters, 47 (3-4): 237--242 (марта 1995)Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators, и . Journal of Econometrics, 96 (2): 231--266 (июня 2000)Testing for ARCH in the presence of a possibly misspecified conditional mean, и . Journal of Econometrics, 93 (2): 257--279 (декабря 1999)Looking for evidence of speculative stockholding in commodity markets. Journal of Economic Dynamics and Control, 20 (1-3): 123--143 (00 1996)Are more data always better for factor analysis?, и . Journal of Econometrics, 132 (1): 169 - 194 (2006)Common Features.Sketching for Two-Stage Least Squares Estimation., и . CoRR, (2020)Evaluating latent and observed factors in macroeconomics and finance, и . Journal of Econometrics, 131 (1-2): 507--537 (00 2006)Estimation and inference in nearly unbalanced nearly cointegrated systems, и . Journal of Econometrics, 79 (1): 53--81 (июля 1997)