Matteo Barigozzi

机构：University of Bologna · ORCID：0000-0001-9090-5708

发表论文 161 篇 · 总被引 2694 次 · h-index 23

代表论文

Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm (2024 · Finance and Economics Discussion Series · 被引 12)
Modelling large dimensional datasets with Markov switching factor models (2024 · Journal of Econometrics · 被引 10)
Factor Network Autoregressions (2025 · Journal of Business and Economic Statistics · 被引 7)
The Dynamic, the Static, and the Weak: Factor Models and the Analysis of High‐Dimensional Time Series (2025 · Journal of Time Series Analysis · 被引 5)
Measuring the Euro Area Output Gap (2024 · European Economic Review · 被引 3)
General spatio-temporal factor models for high-dimensional random fields on a lattice (2025 · The Annals of Statistics · 被引 2)