Barigozzi, Matteo; Cavaliere, Giuseppe; Trapani, Lorenzo, Inference in heavy-tailed non-stationary multivariate time series, «JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION», 2024, 119, pp. 565 - 581 [Scientific article]Open Access
Barigozzi, Matteo; Cho, Haeran; Owens, Dom, FNETS: Factor-adjusted network estimation and forecasting for high-dimensional time series, «JOURNAL OF BUSINESS & ECONOMIC STATISTICS», 2023, on line first, pp. 1 - 27 [Scientific article]Open Access
Barigozzi, Matteo; Hallin, Marc; Luciani, Matteo; Zaffaroni, Paolo, Inferential theory for generalized dynamic factor models, «JOURNAL OF ECONOMETRICS», 2023, on line first, Article number: 105422 , pp. 1 - 41 [Scientific article]
Barigozzi, Matteo; Luciani, Matteo, Measuring the Output Gap using Large Datasets, «THE REVIEW OF ECONOMICS AND STATISTICS», 2023, 105, pp. 1500 - 1514 [Scientific article]
Barigozzi, Matteo; Farne, Matteo, An algebraic estimator for large spectral density matrices, «JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION», 2022, NA, pp. 1 - 37 [Scientific article]Open Access
Barigozzi M.; Trapani L., Testing for Common Trends in Nonstationary Large Datasets, «JOURNAL OF BUSINESS & ECONOMIC STATISTICS», 2022, 40, pp. 1107 - 1122 [Scientific article]Open Access
Matteo Barigozzi; Marco Lippi; Matteo Luciani, Large-Dimensional Dynamic Factor Models: Estimation of Impulse-Response Functions with I(1) Cointegrated Factors, «JOURNAL OF ECONOMETRICS», 2021, 221, pp. 455 - 482 [Scientific article]Open Access
Matteo Barigozzi; Marc Hallin; Stefano Soccorsi; Rainer von Sachs, Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness, «JOURNAL OF ECONOMETRICS», 2021, 222, pp. 324 - 343 [Scientific article]Open Access
Barigozzi, Matteo; Lippi, Marco; Luciani, Matteo, Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors, «ECONOMETRICS», 2020, 8, Article number: 3 , pp. 1 - 23 [Scientific article]Open Access
Barigozzi, Matteo; Cho, Haeran, Consistent estimation of high-dimensional factor models when the factor number is over-estimated, «ELECTRONIC JOURNAL OF STATISTICS», 2020, 14, pp. 2892 - 2921 [Scientific article]Open Access
Barigozzi M; Hallin M, Generalized Dynamic Factor Models and Volatilities: Consistency, Rates, and Prediction Intervals, «JOURNAL OF ECONOMETRICS», 2020, 216, pp. 4 - 34 [Scientific article]Open Access
Matteo Barigozzi, Lorenzo Trapani, Sequential testing for structural stability in approximate factor models, «STOCHASTIC PROCESSES AND THEIR APPLICATIONS», 2020, 130, pp. 5149 - 5187 [Scientific article]Open Access
Barigozzi M; Hallin M; Soccorsi S, Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models, «JOURNAL OF FINANCIAL ECONOMETRICS», 2019, 17, pp. 462 - 494 [Scientific article]
Barigozzi M; Brownlees C, NETS: Network Estimation for Time Series, «JOURNAL OF APPLIED ECONOMETRICS», 2019, 34, pp. 347 - 364 [Scientific article]
Campi M; Duenas M; Barigozzi M; Fagiolo G, Intellectual Property Rights, Imitation, and Development. The Effect on Cross-Border Mergers and Acquisitions, «JOURNAL OF INTERNATIONAL TRADE & ECONOMIC DEVELOPMENT», 2018, 28, pp. 230 - 256 [Scientific article]
