Giovanni Motta
Economics and Econometrics · 2011
A researcher in the Science corpus: 1 paper; trusts 10 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 12 citations into it
- Finance — 7 citations into it
Whom Giovanni Motta trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- James H. Stock
- M. Forni
- Jushan Bai
- Rainer Dahlhaus
- Ctlin Stric
- Mark W. Watson
- Gary Chamberlain
- Thomas Mikosch
- Marco Lippi
- Marc Hallin
Who trusts Giovanni Motta overall
Papers from Giovanni Motta's perspective
Ordered by how strongly the researchers Giovanni Motta trusts endorse each paper. Same corpus, a different order for every researcher.
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
- Inferential Theory for Factor Models of Large Dimensions
- Determining the number of factors in approximate factor models with global and group-specific factors
- The Generalized Dynamic-Factor Model: Identification and Estimation
- Forecasting Using Principal Components From a Large Number of Predictors
- Macroeconomic Forecasting Using Diffusion Indexes
- THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY (Econometric Theory)
- Nonstationarities in Financial Time Series, the Long-Range Dependence, and the IGARCH Effects (Review of Economics and Statistics)
- Nowcasting: the real time informational content of macroeconomic data releases
- Monetary Policy in a Data-Rich Environment
Their papers
- LOCALLY STATIONARY FACTOR MODELS: IDENTIFICATION AND NONPARAMETRIC ESTIMATION (2011) — 54 citations