Marco Capasso

Economics and Econometrics · 2008–2010

A researcher in the Science corpus: 2 papers; trusts 9 researchers and is trusted by 21 researchers here, as inferred from the citation graph.

Subfields

Whom Marco Capasso trusts overall

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

  1. M. Forni
  2. Jushan Bai
  3. Marc Hallin
  4. Serena Ng
  5. Marco Lippi
  6. L. Reichlin

Who trusts Marco Capasso overall

  1. Jianqing Fan
  2. M. Forni
  3. Matteo Barigozzi
  4. Lorenzo Trapani
  5. S. Freyaldenhoven
  6. Jushan Bai
  7. Yuan Liao
  8. Yacine Aït-Sahalia
  9. Art B. Owen
  10. Marco Lippi

Papers from Marco Capasso's perspective

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

  1. Determining the Number of Factors from Empirical Distribution of Eigenvalues (Review of Economics and Statistics)
  2. Determining the Number of Factors in Approximate Factor Models
  3. OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS (Econometric Theory)
  4. Opening the Black Box: Structural Factor Models Versus Structural Vars
  5. Modelling multiple time series via common factors
  6. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
  7. Are more data always better for factor analysis
  8. Monetary Policy in a Data-Rich Environment
  9. Determining the Number of Factors in the General Dynamic Factor Model
  10. Eigenvalue Ratio Test for the Number of Factors

Their papers