Browsing All of EconStor by Author Lippi, Marco
Showing results 1 to 5 of 5
Year of Publication | Title | Author(s) |
2003 | Issues concerning the approximation underlying the spectral representation theorem | Lippi, Marco |
2003 | The generalized dynamic factor model: One-sided estimation and forecasting | Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia |
2003 | A dynamic factor analysis of the response of US interest rates to news | Lippi, Marco; Thornton, Daniel L. |
2007 | Opening the black box: structural factor models with large cross-sections | Forni, Mario; Giannone, Domenico; Lippi, Marco; Reichlin, Lucrezia |
2020 | Cointegration and error correction mechanisms for singular stochastic vectors | Barigozzi, Matteo; Lippi, Marco; Luciani, Matteo |