Moneta, Alessio; Pallante, Gianluca Identification of structural VAR models via independent component analysis: a performance evaluation study. (English) Zbl 1514.62327 J. Econ. Dyn. Control 144, Article ID 104530, 20 p. (2022). MSC: 62P20 62M10 62H25 PDFBibTeX XMLCite \textit{A. Moneta} and \textit{G. Pallante}, J. Econ. Dyn. Control 144, Article ID 104530, 20 p. (2022; Zbl 1514.62327) Full Text: DOI
Herrera, Ana María; Rangaraju, Sandeep Kumar The quantitative effects of tax foresight: not all states are equal. (English) Zbl 1425.91321 J. Econ. Dyn. Control 107, Article ID 103726, 34 p. (2019). MSC: 91B64 62P20 62H25 PDFBibTeX XMLCite \textit{A. M. Herrera} and \textit{S. K. Rangaraju}, J. Econ. Dyn. Control 107, Article ID 103726, 34 p. (2019; Zbl 1425.91321) Full Text: DOI
Buch, Claudia M.; Eickmeier, Sandra; Prieto, Esteban In search for yield? Survey-based evidence on bank risk taking. (English) Zbl 1402.91572 J. Econ. Dyn. Control 43, 12-30 (2014). MSC: 91B82 91B64 62H25 PDFBibTeX XMLCite \textit{C. M. Buch} et al., J. Econ. Dyn. Control 43, 12--30 (2014; Zbl 1402.91572) Full Text: DOI Link
Bouaddi, Mohammed; Taamouti, Abderrahim Portfolio selection in a data-rich environment. (English) Zbl 1402.91665 J. Econ. Dyn. Control 37, No. 12, 2943-2962 (2013). MSC: 91G10 62P05 62H25 PDFBibTeX XMLCite \textit{M. Bouaddi} and \textit{A. Taamouti}, J. Econ. Dyn. Control 37, No. 12, 2943--2962 (2013; Zbl 1402.91665) Full Text: DOI
Roncoroni, Andrea; Galluccio, Stefano; Guiotto, Paolo Shape factors and cross-sectional risk. (English) Zbl 1203.91115 J. Econ. Dyn. Control 34, No. 11, 2320-2340 (2010). MSC: 91B30 62H25 91G30 91G70 PDFBibTeX XMLCite \textit{A. Roncoroni} et al., J. Econ. Dyn. Control 34, No. 11, 2320--2340 (2010; Zbl 1203.91115) Full Text: DOI HAL
Wang, Zitian; Wang, Lili; Tan, Shaohua Emergent and spontaneous computation of factor relationships from a large factor set. (English) Zbl 1181.91075 J. Econ. Dyn. Control 32, No. 12, 3939-3959 (2008). MSC: 91B25 91G70 62H25 PDFBibTeX XMLCite \textit{Z. Wang} et al., J. Econ. Dyn. Control 32, No. 12, 3939--3959 (2008; Zbl 1181.91075) Full Text: DOI
Shintani, Mototsugu A dynamic factor approach to nonlinear stability analysis. (English) Zbl 1181.91270 J. Econ. Dyn. Control 32, No. 9, 2788-2808 (2008). MSC: 91B82 62H25 91B55 PDFBibTeX XMLCite \textit{M. Shintani}, J. Econ. Dyn. Control 32, No. 9, 2788--2808 (2008; Zbl 1181.91270) Full Text: DOI Link
Rosenow, Bernd Determining the optimal dimensionality of multivariate volatility models with tools from random matrix theory. (English) Zbl 1181.91350 J. Econ. Dyn. Control 32, No. 1, 279-302 (2008). MSC: 91G70 62P05 62H25 PDFBibTeX XMLCite \textit{B. Rosenow}, J. Econ. Dyn. Control 32, No. 1, 279--302 (2008; Zbl 1181.91350) Full Text: DOI
Angelini, Elena; Henry, Jérôme; Marcellino, Massimiliano Interpolation and backdating with a large information set. (English) Zbl 1162.62445 J. Econ. Dyn. Control 30, No. 12, 2693-2724 (2006). MSC: 62P20 62M10 65C05 91B84 62H25 62-07 PDFBibTeX XMLCite \textit{E. Angelini} et al., J. Econ. Dyn. Control 30, No. 12, 2693--2724 (2006; Zbl 1162.62445) Full Text: DOI Link
Phillips, P. C. B.; Ouliaris, S. Testing for cointegration using principal components methods. (English) Zbl 0647.62103 J. Econ. Dyn. Control 12, No. 2-3, 205-230 (1988). MSC: 62P20 91B84 62M10 62H25 PDFBibTeX XMLCite \textit{P. C. B. Phillips} and \textit{S. Ouliaris}, J. Econ. Dyn. Control 12, No. 2--3, 205--230 (1988; Zbl 0647.62103) Full Text: DOI