16 results
INSTRUMENTAL VARIABLES INFERENCE IN A SMALL-DIMENSIONAL VAR MODEL WITH DYNAMIC LATENT FACTORS
-
- Journal:
- Econometric Theory , First View
- Published online by Cambridge University Press:
- 10 November 2022, pp. 1-47
-
- Article
- Export citation
Contents
-
- Book:
- Granularity Theory with Applications to Finance and Insurance
- Published online:
- 05 October 2014
- Print publication:
- 06 October 2014, pp vii-viii
-
- Chapter
- Export citation
4 - Nonlinear Dynamic Panel Data Model
-
- Book:
- Granularity Theory with Applications to Finance and Insurance
- Published online:
- 05 October 2014
- Print publication:
- 06 October 2014, pp 71-102
-
- Chapter
- Export citation
2 - Gaussian Static Factor Models
-
- Book:
- Granularity Theory with Applications to Finance and Insurance
- Published online:
- 05 October 2014
- Print publication:
- 06 October 2014, pp 12-32
-
- Chapter
- Export citation
6 - Granularity for Risk Measures
-
- Book:
- Granularity Theory with Applications to Finance and Insurance
- Published online:
- 05 October 2014
- Print publication:
- 06 October 2014, pp 129-158
-
- Chapter
- Export citation
Preface
-
- Book:
- Granularity Theory with Applications to Finance and Insurance
- Published online:
- 05 October 2014
- Print publication:
- 06 October 2014, pp ix-xiv
-
- Chapter
- Export citation
3 - Static Qualitative Factor Model
-
- Book:
- Granularity Theory with Applications to Finance and Insurance
- Published online:
- 05 October 2014
- Print publication:
- 06 October 2014, pp 33-70
-
- Chapter
- Export citation
5 - Prediction and Basket Derivative Pricing
-
- Book:
- Granularity Theory with Applications to Finance and Insurance
- Published online:
- 05 October 2014
- Print publication:
- 06 October 2014, pp 103-128
-
- Chapter
- Export citation
Index
-
- Book:
- Granularity Theory with Applications to Finance and Insurance
- Published online:
- 05 October 2014
- Print publication:
- 06 October 2014, pp 185-186
-
- Chapter
- Export citation
Frontmatter
-
- Book:
- Granularity Theory with Applications to Finance and Insurance
- Published online:
- 05 October 2014
- Print publication:
- 06 October 2014, pp i-vi
-
- Chapter
- Export citation
Appendix A: Review of Econometrics
-
- Book:
- Granularity Theory with Applications to Finance and Insurance
- Published online:
- 05 October 2014
- Print publication:
- 06 October 2014, pp 159-173
-
- Chapter
- Export citation
Appendix B: Review of Financial Theory
-
- Book:
- Granularity Theory with Applications to Finance and Insurance
- Published online:
- 05 October 2014
- Print publication:
- 06 October 2014, pp 174-184
-
- Chapter
- Export citation
1 - The Standard Asymptotic Theorems and Their Limitations
-
- Book:
- Granularity Theory with Applications to Finance and Insurance
- Published online:
- 05 October 2014
- Print publication:
- 06 October 2014, pp 1-11
-
- Chapter
- Export citation
List of Acronyms
-
- Book:
- Granularity Theory with Applications to Finance and Insurance
- Published online:
- 05 October 2014
- Print publication:
- 06 October 2014, pp xv-xvi
-
- Chapter
- Export citation
![](https://assets.cambridge.org/97811076/62889/cover/9781107662889.jpg)
Granularity Theory with Applications to Finance and Insurance
-
- Published online:
- 05 October 2014
- Print publication:
- 06 October 2014
EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS
-
- Journal:
- Econometric Theory / Volume 30 / Issue 5 / October 2014
- Published online by Cambridge University Press:
- 16 April 2014, pp. 961-1020
-
- Article
- Export citation