Finite Sample Performance of Small Versus Large Scale Dynamic Factor ModelsRocio Alvarez, Gabriel Pérez‐Quirós, Máximo Camacho|SSRN Electronic Journal|2012Cited by 87
Aggregate versus disaggregate information in dynamic factor modelsRocio Alvarez, Gabriel Pérez‐Quirós, Máximo Camacho|International Journal of Forecasting|2016Cited by 27
Inference on Filtered and Smoothed Probabilities in Markov-Switching Autoregressive ModelsRocio Alvarez, Manuel Ruiz Marín, Máximo Camacho|Journal of Business and Economic Statistics|2017Cited by 13
Finite sample performance of small versus large scale dynamic factor modelsRocio Alvarez, Gabriel Pérez‐Quirós, Máximo Camacho|RePEc: Research Papers in Economics|2012Cited by 5