Items where Author is "Capasso, Marco"
Number of items: 9.
Article
Improved penalization for determining the number of factors in approximate factor models.
Alessi, Lucia and Barigozzi, Matteo and Capasso, Marco
Nonfundamentalness in structural econometric models: a review.
Alessi, Lucia and Barigozzi, Matteo and 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 and Alessi, Lucia and Barigozzi, Matteo and Fagiolo, Giorgio
On distributional properties of household consumption expenditures: the case of Italy.
Fagiolo, Giorgio and Alessi, Lucia and Barigozzi, Matteo and Capasso, Marco
The common component of firm growth.
Alessi, Lucia and Barigozzi, Matteo and Capasso, Marco
The distribution of household consumption-expenditure budget shares.
Barigozzi, Matteo and Alessi, Lucia and Capasso, Marco and Fagiolo, Giorgio
Working paper
Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors.
Alessi, Lucia and Barigozzi, Matteo and Capasso, Marco
Generalized dynamic factor model + GARCH: exploiting multivariant information for univariate prediction.
Alessi, Lucia and Barigozzi, Matteo and Capasso, Marco
The distribution of consumption-expenditure budget shares: evidence from Italian households.
Barigozzi, Matteo and Alessi, Lucia and Capasso, Marco and Fagiolo, Giorgio