E. Michael
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; #16,419 of 23,481 by trust here, #20,008 by citations
Whom E. Michael trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- M. Forni
- Marc Hallin
- Jushan Bai
- Marco Lippi
- Serena Ng
- James H. Stock
- R. Liska
- L. Reichlin
- Rainer Dahlhaus
- Gary Chamberlain
Who trusts E. Michael overall
Papers from E. Michael's perspective
Ordered by how strongly the researchers E. Michael trusts endorse each paper. Same corpus, a different order for every researcher.
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
- Determining the Number of Factors in the General Dynamic Factor Model
- Determining the Number of Factors in Approximate Factor Models
- Inferential Theory for Factor Models of Large Dimensions
- Forecasting in dynamic factor models subject to structural instability
- THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY (Econometric Theory)
- The Generalized Dynamic-Factor Model: Identification and Estimation
- A Likelihood Approximation for Locally Stationary Processes
- Eigenvalue Ratio Test for the Number of Factors
- Are more data always better for factor analysis
Their papers
- Fitting dynamic factor models to non-stationary time series (2009) — 47 citations