A replication of “A quasi-maximum likelihood approach for large, approximate dynamic factor models” (Review of Economics and Statistics, 2012)

Articles in the same Issue

1. Regular
2. A note on observational equivalence of micro assumptions on macro level
3. Public investment and economic activity in Mexico, 1925–1981
4. Inference in economic experiments
5. Job duration and inequality
6. Does a promise script work to reduce the hypothetical bias? Evidence from an induced value experiment
7. The e-monetary theory
8. The direct and indirect impacts of liberal immigration policies on the United States’ economy
9. Overpricing persistence in experimental asset markets with intrinsic uncertainty
10. Keynes’s investment theory as a micro-foundation for his grandchildren
11. The delimitation of Giffenity for the Wold-Juréen (1953) utility function using relative prices: a note
12. Agent-based modelling and complexity economics
13. Stock price related financial fragility and growth patterns
14. Bio-psycho-social foundations of macroeconomics
15. Statistical foundations of ecological rationality
16. Bounded rationality in Keynesian beauty contests: a lesson for central bankers?
17. Recent Developments in Applied Economics
18. Bootstrap methods for inference in the Parks model
19. Recent developments in international economics
20. Re-examining inequality persistence
21. Exchange rate volatility in the eurozone
22. European Union: Collective bargaining and internal flexibility during the Great Recession
23. A new and benign hegemon on the horizon? The Chinese century and growth in the Global South
24. Does stock market capitalization cause GDP? A causality study for Central and Eastern European countries
25. Global sourcing, firm size and export survival
26. Labor standards and social conditions in free trade zones: the case of the Manaus free trade zone
27. Firms’ export decisions: self-selection versus trial-and-error
28. Offshoring, job satisfaction and job insecurity
29. Inequality in Latin America: the role of the nature of trade and partners
30. Replication Study
31. A replication of “A quasi-maximum likelihood approach for large, approximate dynamic factor models” (Review of Economics and Statistics, 2012)
32. A replication of “The role of intermediaries in facilitating trade” (Journal of International Economics, 2011)