Economics Letters
Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models
Publication date: Available online 5 July 2023Source: Economics LettersAuthor(s): Diego Fresoli, Pilar Poncela, Esther Ruiz
Publication date: Available online 5 July 2023Source: Economics LettersAuthor(s): Diego Fresoli, Pilar Poncela, Esther Ruiz
Publication date: Available online 5 July 2023Source: Economics LettersAuthor(s): Kit Pong Wong
Publication date: Available online 5 July 2023Source: Economics LettersAuthor(s): Nicholas Brown, Joakim Westerlund
Publication date: Available online 4 July 2023Source: Economics LettersAuthor(s): Elvira Anna Graziano, Lucrezia Fattobene, Ornella Ricci, Xenia Scimone
Publication date: Available online 4 July 2023Source: Economics LettersAuthor(s): Stefania Cosci, Loredana Mirra, Giuseppe Terzo
Publication date: Available online 1 July 2023Source: Economics LettersAuthor(s): Martin Lábaj, Erika Majzlíková
Publication date: Available online 30 June 2023Source: Economics LettersAuthor(s): Eungsik Kim, Donghyun Lee
Publication date: Available online 27 June 2023Source: Economics LettersAuthor(s): Murat C. Mungan
Publication date: Available online 28 June 2023Source: Economics LettersAuthor(s): Moshe Hazan, David Weiss, Hosny Zoabi
Publication date: Available online 25 June 2023Source: Economics LettersAuthor(s): Ricardo T. Fernholz, Kara Hagler