Macroeconomic Forecasting with Fractional Factor Models
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Cited by:
- Ergemen, Yunus Emre, 2023. "Parametric estimation of long memory in factor models," Journal of Econometrics, Elsevier, vol. 235(2), pages 1483-1499.
- Yunus Emre Ergemen, 2022. "Parametric Estimation of Long Memory in Factor Models," CREATES Research Papers 2022-10, Department of Economics and Business Economics, Aarhus University.
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This paper has been announced in the following NEP Reports:- NEP-ECM-2020-06-15 (Econometrics)
- NEP-ETS-2020-06-15 (Econometric Time Series)
- NEP-FOR-2020-06-15 (Forecasting)
- NEP-MAC-2020-06-15 (Macroeconomics)
- NEP-ORE-2020-06-15 (Operations Research)
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