Items where Author is "Alessi, Lucia"

Number of items: 9.
Article
  • Improved penalization for determining the number of factors in approximate factor models. Alessi, Lucia; Barigozzi, Matteo; Capasso, Marco
  • Nonfundamentalness in structural econometric models: a review. Alessi, Lucia; Barigozzi, Matteo; Capasso, Marco
  • On approximating the distributions of goodness-of-fit test statistics based on the empirical distribution function: the case of unknown parameters. Capasso, Marco; Alessi, Lucia; Barigozzi, Matteo; Fagiolo, Giorgio
  • On distributional properties of household consumption expenditures: the case of Italy. Fagiolo, Giorgio; Alessi, Lucia; Barigozzi, Matteo; Capasso, Marco
  • The common component of firm growth. Alessi, Lucia; Barigozzi, Matteo; Capasso, Marco
  • The distribution of household consumption-expenditure budget shares. Barigozzi, Matteo; Alessi, Lucia; Capasso, Marco; Fagiolo, Giorgio
    • Working paper
  • Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors. Alessi, Lucia; Barigozzi, Matteo; Capasso, Marco
  • Generalized dynamic factor model + GARCH: exploiting multivariant information for univariate prediction. Alessi, Lucia; Barigozzi, Matteo; Capasso, Marco
  • The distribution of consumption-expenditure budget shares: evidence from Italian households. Barigozzi, Matteo; Alessi, Lucia; Capasso, Marco; Fagiolo, Giorgio