Locally Stationary Factor Models: Identification And Nonparametric Estimation
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- Giovanni Motta & Hernando Ombao, 2012. "Evolutionary Factor Analysis of Replicated Time Series," Biometrics, The International Biometric Society, vol. 68(3), pages 825-836, September.
- Eichler, Michael & Motta, Giovanni & von Sachs, Rainer, 2011.
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- Matteo Barigozzi & Marc Hallin & Stefano Soccorsi, 2019.
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257939806, Lancaster University Management School, Economics Department.
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- Marc Hallin & Marco Lippi, 2013. "Factor Models in High-Dimensional Time Series: A Time-Domain Approach," Working Papers ECARES ECARES 2013-15, ULB -- Universite Libre de Bruxelles.
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