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2. Housing Demand Shocks and Households Balance Sheets. (2021). Anderes, Marc.
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3. Quantile Factor Models. (2020). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang.
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4. Sequential testing for structural stability in approximate factor models. (2020). Trapani, Lorenzo ; Barigozzi, Matteo.
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5. How well can we learn large factor models without assuming strong factors?. (2019). Zhu, Yinchu.
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6. Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics. (2016). Watson, M W ; Stock, J H.
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11. Asymptotic analysis of the squared estimation error in misspecified factor models. (2015). Onatski, Alexei.
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15. Empirical Analysis of Agricultural Commodity Prices, Crude Oil Prices and US Dollar Exchange Rates using Panel Data Econometric Methods. (2015). Rezitis, Anthony.
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17. Supervision in Factor Models Using a Large Number of Predictors. (2015). Hillebrand, Eric ; Boldrini, Lorenzo .
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18. Efficient estimation of heterogeneous coefficients in panel data models with common shock. (2014). Lu, Lina ; Li, Kunpeng.
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19. Commodity-Price Comovement and Global Economic Activity. (2014). Coibion, Olivier ; Bhattarai, Saroj ; Alquist, Ron.
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20. Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities. (2014). Schorfheide, Frank ; Liao, Zhipeng ; Cheng, Xu.
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21. Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models. (2014). Okui, Ryo ; Iwakura, Haruo .
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23. Das neue KOF Konjunkturbarometer – Version 2014. (2014). Sturm, Jan-Egbert ; Siliverstovs, Boriss ; Graff, Michael ; Abberger, Klaus.
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24. Linear regression for panel with unknown number of factors as interactive fixed effects. (2014). Weidner, Martin ; Moon, Hyungsik.
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25. Understanding the Deviations of the Taylor Rule: A New Methodology with an Application to Australia. (2014). Vespignani, Joaquin ; Hudson, Kerry B..
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27. Detecting big structural breaks in large factor models. (2014). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang.
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29. Dimensions of Macroeconomic Uncertainty: A Common Factor Analysis. (2014). Henzel, Steffen ; Rengel, Malte.
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33. A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets. (2013). Guo-Fitoussi, Liang.
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34. Detecting Big Structural Breaks in Large Factor Models. (2013). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang.
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35. Bond Spreads and Economic Activity in Eight European Economies. (2013). Mizen, Paul ; Bleaney, Michael ; Veleanu, Veronica.
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38. Shrinkage estimation of high-dimensional factor models with structural instabilities. (2013). Schorfheide, Frank ; Liao, Zhipeng ; Cheng, Xu.
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39. Large panel data models with cross-sectional dependence: a survey. (2013). Pesaran, Mohammad ; Chudik, Alexander.
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40. Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model. (2013). Onatski, Alexei ; Moreira, Marcelo ; Hallin, Marc ; Marcelo Moreira J., .
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41. Dimensions of macroeconomic uncertainty: A common factor analysis. (2013). Henzel, Steffen ; Rengel, Malte.
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42. Large Panel Data Models with Cross-Sectional Dependence: A Survey. (2013). Pesaran, Mohammad ; Chudik, Alexander.
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43. Model Selection for Factor Analysis: Some New Criteria and Performance Comparisons. (2012). Choi, In.
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44. Bond Spreads as Predictors of Economic Activity in Eight European Economies. (2012). Mizen, Paul ; Bleaney, Michael ; Veleanu, Veronica.
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46. Principal Components and Factor Analysis. A Comparative Study.. (2011). Travaglini, Guido.
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47. Panel Data Models with Unobserved Multiple Time- Varying Effects to Estimate Risk Premium of Corporate Bonds. (2010). Bada, Oualid ; Kneip, Alois.
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48. Supervised Principal Components and Factor Instrumental Variables. An Application to Violent CrimeTrends in the US, 1982-2005.. (2010). Travaglini, Guido.
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49. Cross-sectional Dependence in Panel Data Analysis. (2010). Sarafidis, Vasilis ; Wansbeek, Tom.
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50. A Robust Criterion for Determining the Number of Factors in Approximate Factor Models. (2009). Capasso, Marco ; Barigozzi, Matteo ; Alessi, Lucia.
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