Publicacións nas que colabora con Rocío Alvarez Aranda (3)

2019

  1. Inference on Filtered and Smoothed Probabilities in Markov-Switching Autoregressive Models

    Journal of Business and Economic Statistics, Vol. 37, Núm. 3, pp. 484-495

2016

  1. Aggregate versus disaggregate information in dynamic factor models

    International Journal of Forecasting, Vol. 32, Núm. 3, pp. 680-694

2012

  1. Finite sample performance of small versus large scale dynamic factor models

    Documentos de trabajo - Banco de España