Published Special Issue Papers 2016

Royal Economic Society Annual Conference 2014

Special Issue on Large Dimensional Models

Editorial http://onlinelibrary.wiley.com/doi/10.1111/ectj.12064/full
Andrew J Patton and Richard J Smith

An overview of the estimation of large covariance and precision matrices
http://onlinelibrary.wiley.com/doi/10.1111/ectj.12061/full
Jianqing Fan, Yuan Liao and Han Liu

Generalized dynamic factor models and volatilities: recovering the market volatility shocks
http://onlinelibrary.wiley.com/doi/10.1111/ectj.12047/full
Matteo Barigozzi and Marc Hallin

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