Royal Economic Society Annual Conference 2014
Special Issue on Large Dimensional Models
Andrew J Patton and Richard J Smith
An overview of the estimation of large covariance and precision matrices
Jianqing Fan, Yuan Liao and Han Liu
Generalized dynamic factor models and volatilities: recovering the market volatility shocks
Matteo Barigozzi and Marc Hallin
EctJ has an improved two year Impact Factor of 1.116 up from last year’s 0.818.
The 5-year Impact Factor is at its highest ever figure now at 1.579 (up from 1.488 in 2014). Read more
By Peter C. B. Phillips. Read More
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