Datasets Activity Stream About 1 dataset found Newest Oldest Relevance Name Ascending Name Descending Last Modified Go Publication Year: 2019 None: 3 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
