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• Dante Amengual

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Article provided by American Statistical Association in its journal Journal of Business and Economic Statistics.

Volume (Year): 25 (2007)
Issue (Month): (January)
Pages: 91-96
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Handle: RePEc:bes:jnlbes:v:25:y:2007:p:91-96

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2. Gelper, Sarah & Croux, Christophe, 2008. "Least angle regression for time series forecasting with many predictors," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/164224, Katholieke Universiteit Leuven. [Downloadable!]
3. Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2009. "A Robust Criterion for Determining the Number of Factors in Approximate Factor Models," Working Papers ECARES 2009_023, ULB -- Universite Libre de Bruxelles. [Downloadable!]
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6. Sarafidis, Vasilis & Wansbeek, Tom, 2010. "Cross-sectional Dependence in Panel Data Analysis," MPRA Paper 20367, University Library of Munich, Germany. [Downloadable!]
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8. Proietti, Tommaso, 2008. "Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints: Nowcasting Monthly GDP and its Main Components," MPRA Paper 6860, University Library of Munich, Germany. [Downloadable!]
9. Forni, Mario & Gambetti, Luca, 2008. "The Dynamic Effects of Monetary Policy: A Structural Factor Model Approach," CEPR Discussion Papers 7098, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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This page was last updated on 2010-8-17.