most citedLarge-Dimensional Dynamic Factor Models: Estimation of Impulse-Response Functions with Cointegrated Factors

39 citations

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Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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2 papers

cond-mat.stat-mech2020★ 8 cited

Topological disentanglement of linear polymers under tension

Michele Caraglio, Boris Marcone, Fulvio Baldovin +2

We develop a theoretical description of the topological disentanglement occurring when torus knots reach the ends of a semi-flexible polymer under tension. These include decays int…

stat.ME2016★ 39 cited

Large-Dimensional Dynamic Factor Models: Estimation of Impulse-Response Functions with Cointegrated Factors

Matteo Barigozzi, Marco Lippi, Matteo Luciani

We study a large-dimensional Dynamic Factor Model where: (i)~the vector of factors is and driven by a number of shocks that is smaller than the dimension of $\…