A large Canadian database for macroeconomic analysis-Reference-Cited by-同舟云学术

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A large Canadian database for macroeconomic analysis

Published:2022-10-24 Issue:4 Volume:55 Page:1799-1833
ISSN:0008-4085
Container-title:Canadian Journal of Economics/Revue canadienne d'économique
language:en
Short-container-title:Canadian J of Economics

Author:

Fortin‐Gagnon Olivier¹,Leroux Maxime²,Stevanovic Dalibor²^ORCID,Surprenant Stéphane²

Affiliation:

1. Aviseo

2. UQAM

Funder

Fonds de Recherche du Québec-Société et Culture

Social Sciences and Humanities Research Council of Canada

Publisher

Wiley

Subject

Economics and Econometrics

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/caje.12618

Reference61 articles.

1. Eigenvalue Ratio Test for the Number of Factors

2. Improved penalization for determining the number of factors in approximate factor models

3. Consistent Estimation of the Number of Dynamic Factors in a LargeNandTPanel

4. Determining the Number of Factors in Approximate Factor Models

5. Determining the Number of Primitive Shocks in Factor Models

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Nonlinear transmission of international financial stress;Economic Modelling;2024-10

2. An Econometric Policy Evaluation of Fiscal Management in PIGS Economies;The Political Economy of Greek Growth up to 2030;2024

3. Identification of Time-Varying Factor Models;Journal of Business & Economic Statistics;2023-01-05

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