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Estimation and Inference of Dynamic Structural Factor Models with Over-identifying Restrictions
35/35 checkable references clean · checked 2026-08-29
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 35 checked references that resolve
resolves10.1198/073500106000000585
Consistent Estimation of the Number of Dynamic Factors in a Large<i>N</i>and<i>T</i>Panel
resolves10.1016/j.jeconom.2013.03.007
Principal components estimation and identification of static factors
resolves10.1016/j.jeconom.2013.11.001
Identification theory for high dimensional static and dynamic factor models
resolves10.1162/0033553053327452
Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach
resolves10.1016/j.jmoneco.2009.06.004
The great moderation of the term structure of UK interest rates
resolves10.3982/qe305
Estimating overidentified, nonrecursive, time-varying coefficients structural vector autoregressions
resolves10.1016/j.jmoneco.2014.07.006
Uncertainty shocks and unemployment dynamics in U.S. recessions
resolves10.2307/2946646
Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates
resolves10.1111/rssa.12068
Classical Time Varying Factor-Augmented Vector Auto-Regressive Models—Estimation, Forecasting and Structural Analysis
resolves10.1017/s026646660809052x
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
resolves10.1016/j.jmoneco.2009.11.009
The dynamic effects of monetary policy: A structural factor model approach
resolves10.1016/j.jmoneco.2009.03.017
Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets
resolves10.1016/j.jeconom.2014.04.024
Tests for overidentifying restrictions in Factor-Augmented VAR models
resolves10.1016/j.jeconom.2005.02.011
Generalized reduced rank tests using the singular value decomposition
resolves10.1111/j.1538-4616.2008.00199.x
The Transmission of International Shocks: A Factor‐Augmented VAR Approach
resolves10.1198/016214502388618960
Forecasting Using Principal Components From a Large Number of Predictors
The 7 references without a DOI — listed, not checked
no DOI — not checkedref27
no DOI — not checkedBayesian Analysis of Recursive SVAR Models with Overidentified Restrictions
no DOI — not checkedOn the Pseudoinverse of a Sum of Symmetric Matrices with Applications to
no DOI — not checkedref34
no DOI — not checkedBusiness Cycle Modelling without Pretending to Have Too Much a-priori Economic Theory
no DOI — not checkedref41
no DOI — not checkedref42
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