Skip to content
Log in
Home
Datasets
Search Datasets
datasets
journals
info
1 dataset found
Newest
Oldest
Relevance
Popular
Name Ascending
Name Descending
Last Modified
Go
None:
3
None:
34
Formats:
m
Gabriele Fiorentini
;
Enrique Sentana
Dynamic specification tests for dynamic factor models (replication data)
We derive computationally simple expressions for score tests of misspecification in parametric dynamic factor models using frequency domain techniques. We interpret those...
DOI:10.15456/jae.2022327.0708195141
TXT
m
