Motta Giovanni

Economics and Econometrics · 2009

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 9 citations into it; #16,418 of 23,481 by trust here, #20,008 by citations

Whom Motta Giovanni trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. M. Forni
2. Marc Hallin
3. Jushan Bai
4. Marco Lippi
5. Serena Ng
6. James H. Stock

Who trusts Motta Giovanni overall

1. Qiang Xia

Papers from Motta Giovanni's perspective

Ordered by how strongly the researchers Motta Giovanni trusts endorse each paper. Same corpus, a different order for every researcher.

1. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
2. Determining the Number of Factors in the General Dynamic Factor Model
3. Determining the Number of Factors in Approximate Factor Models
4. Inferential Theory for Factor Models of Large Dimensions
5. Forecasting in dynamic factor models subject to structural instability
6. THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY (Econometric Theory)
7. A Likelihood Approximation for Locally Stationary Processes
8. The Generalized Dynamic-Factor Model: Identification and Estimation
9. The generalized dynamic factor model: consistency and rates
10. Modelling multiple time series via common factors

Their papers

• Fitting dynamic factor models to non-stationary time series (2009) — 47 citations