Laurent Ferrara
Economics and Econometrics · 2007–2018
A researcher in the Science corpus: 3 papers; trusts 18 researchers and is trusted by 3 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 67 citations into it; #17,354 of 23,481 by trust here, #19,308 by citations
- Finance — 24 citations into it; #8,062 of 10,518 by trust here, #9,371 by citations
- Management Science and Operations Research — 11 citations into it
- Renewable Energy, Sustainability and the Environment — 11 citations into it
Whom Laurent Ferrara trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- James H. Stock
- Jushan Bai
- M. Forni
- Mark W. Watson
- Serena Ng
- L. Reichlin
- Lutz Kilian
- Domenico Giannone
- Christiane Baumeister
- Catherine Doz
Who trusts Laurent Ferrara overall
Papers from Laurent Ferrara's perspective
Ordered by how strongly the researchers Laurent Ferrara trusts endorse each paper. Same corpus, a different order for every researcher.
- Inferential Theory for Factor Models of Large Dimensions
- Are more data always better for factor analysis
- Determining the Number of Factors in Approximate Factor Models
- Macroeconomic Forecasting Using Diffusion Indexes
- Forecasting Using Principal Components From a Large Number of Predictors
- Determining the number of factors in approximate factor models with global and group-specific factors
- Determining the Number of Primitive Shocks in Factor Models
- Comparing Alternative Predictors Based on Large-Panel Factor Models
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
- The Generalized Dynamic-Factor Model: Identification and Estimation
Their papers
- Are Disaggregate Data Useful for Factor Analysis in Forecasting French GDP (2010) — 141 citations
- Common Factors of Commodity Prices † (2018) — 110 citations
- Business Cycle Analysis with Multivariate Markov Switching Models (2007) — 48 citations