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BARIGOZZI, MATTEO

BARIGOZZI, MATTEO  

DSE - DIPARTIMENTO DI SCIENZE ECONOMICHE  

Docenti di ruolo di Ia fascia  

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Risultati 1 - 20 di 45 (tempo di esecuzione: 0.036 secondi).
Titolo Autore(i) Anno Periodico Editore Tipo File
Factor Network Autoregressions Barigozzi, Matteo; Cavaliere, Giuseppe; Moramarco, Graziano 9999-01-01 JOURNAL OF BUSINESS & ECONOMIC STATISTICS - 1.01 Articolo in rivista -
General spatio-temporal factor models for high-dimensional random fields on a lattice Barigozzi, Matteo; La Vecchia, Davide; Liu, Hang 2025-01-01 ANNALS OF STATISTICS - 1.01 Articolo in rivista -
Modelling large dimensional datasets with Markov switching factor models Barigozzi, Matteo; Massacci, Daniele 2025-01-01 JOURNAL OF ECONOMETRICS - 1.01 Articolo in rivista BM_Paper_JoE_Revision_main_arxiv.pdf
Dynamic Factor Models: A Genealogy Barigozzi, Matteo; Hallin, Marc 2024-01-01 - Springer 2.01 Capitolo / saggio in libro -
Factoring in the Micro: A Transaction‐Level Dynamic Factor Approach to the Decomposition of Export Volatility Barigozzi, Matteo; Cuzzola, Angelo; Grazzi, Marco; Moschella, Daniele 2024-01-01 OXFORD BULLETIN OF ECONOMICS AND STATISTICS - 1.01 Articolo in rivista Barigozzi Cuzzola Grazzi Moschella (2024) - Factoring in the Micro A Transaction‐Level Dynamic Factor Approach to the Decomposition of Export Volatility.pdf; obes12639-sup-0001-supplementarymaterial.pdf
FNETS: Factor-adjusted network estimation and forecasting for high-dimensional time series Barigozzi, Matteo; Cho, Haeran; Owens, Dom 2024-01-01 JOURNAL OF BUSINESS & ECONOMIC STATISTICS - 1.01 Articolo in rivista FNETS Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series.pdf; 24138670.zip
Inference in heavy-tailed non-stationary multivariate time series Barigozzi, Matteo; Cavaliere, Giuseppe; Trapani, Lorenzo 2024-01-01 JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION - 1.01 Articolo in rivista Inference in Heavy-Tailed Nonstationary Multivariate Time Series.pdf
Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models Barigozzi, Matteo 2024-01-01 - Oxford University Press 2.05 Voce in dizionario o enciclopedia -
fnets: An R Package for Network Estimation and Forecasting via Factor-Adjusted VAR Modelling Owens, Dom; Cho, Haeran; Barigozzi, Matteo 2023-01-01 THE R JOURNAL - 1.01 Articolo in rivista Owens Cho Barigozzi (2023) - fnets An R Package for Network Estimation and Forecasting via Factor-Adjusted VAR Modelling.pdf; RJ-2023-070.zip
Inferential theory for generalized dynamic factor models Barigozzi, Matteo; Hallin, Marc; Luciani, Matteo; Zaffaroni, Paolo 2023-01-01 JOURNAL OF ECONOMETRICS - 1.01 Articolo in rivista Inferential_theory.pdf
Measuring the Output Gap using Large Datasets Barigozzi, Matteo; Luciani, Matteo 2023-01-01 THE REVIEW OF ECONOMICS AND STATISTICS - 1.01 Articolo in rivista RESTAT_Final_Main_doi.pdf
An algebraic estimator for large spectral density matrices Barigozzi, Matteo; Farne, Matteo 2022-01-01 JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION - 1.01 Articolo in rivista An_algebraic_estimator_for_large_spectral_density_.pdf
Factor Network Autoregressions Matteo Barigozzi; Giuseppe Cavaliere; Graziano Moramarco 2022-01-01 - - 7.13 Rapporto tecnico -
Testing for Common Trends in Nonstationary Large Datasets Barigozzi M.; Trapani L. 2022-01-01 JOURNAL OF BUSINESS & ECONOMIC STATISTICS - 1.01 Articolo in rivista BarigozziTrapani_JBES.pdf
Large-Dimensional Dynamic Factor Models: Estimation of Impulse-Response Functions with I(1) Cointegrated Factors Matteo Barigozzi; Marco Lippi; Matteo Luciani 2021-01-01 JOURNAL OF ECONOMETRICS - 1.01 Articolo in rivista MASTER_RevisionJoE3_May2020.pdf
Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness Matteo Barigozzi; Marc Hallin; Stefano Soccorsi; Rainer von Sachs 2021-01-01 JOURNAL OF ECONOMETRICS - 1.01 Articolo in rivista BHSvS_April15_RvS.pdf
Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors Barigozzi, Matteo; Lippi, Marco; Luciani, Matteo 2020-01-01 ECONOMETRICS - 1.01 Articolo in rivista Barigozzi Lippi Luciani (2020) - Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors.pdf
Consistent estimation of high-dimensional factor models when the factor number is over-estimated Barigozzi, Matteo; Cho, Haeran 2020-01-01 ELECTRONIC JOURNAL OF STATISTICS - 1.01 Articolo in rivista Barigozzi Cho (2020) - Consistent estimation of high dimensional factor models when the factor number is over estimated.pdf
Generalized Dynamic Factor Models and Volatilities: Consistency, Rates, and Prediction Intervals Barigozzi M; Hallin M 2020-01-01 JOURNAL OF ECONOMETRICS - 1.01 Articolo in rivista BH_quantiles_final.pdf
Sequential testing for structural stability in approximate factor models Matteo Barigozzi, Lorenzo Trapani 2020-01-01 STOCHASTIC PROCESSES AND THEIR APPLICATIONS - 1.01 Articolo in rivista BT_ThirdRound.pdf