Stefano Soccorsi

Economics and Econometrics · 2016

A researcher in the Science corpus: 1 paper; trusts 17 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Stefano Soccorsi trusts overall

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

  1. James H. Stock
  2. M. Forni
  3. Serena Ng
  4. Mark W. Watson
  5. Jushan Bai
  6. Domenico Giannone
  7. A. Onatski
  8. Allan G. Timmermann
  9. Antonello D’Agostino
  10. Marc Hallin

Papers from Stefano Soccorsi's perspective

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

  1. Forecasting Using Principal Components From a Large Number of Predictors
  2. Determining the Number of Factors in Approximate Factor Models
  3. Macroeconomic Forecasting Using Diffusion Indexes
  4. The Generalized Dynamic-Factor Model: Identification and Estimation
  5. Forecasting in dynamic factor models subject to structural instability
  6. Comparing Alternative Predictors Based on Large-Panel Factor Models
  7. Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change
  8. A two-step estimator for large approximate dynamic factor models based on Kalman filtering
  9. OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS (Econometric Theory)
  10. Chapter 4 Forecast Combinations

Their papers