5
H index
5
i10 index
625
Citations
European Commission | 5 H index 5 i10 index 625 Citations RESEARCH PRODUCTION: 5 Articles 4 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Roman Liska. | Is cited by: | Cites to: |
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2024 | Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm. (2019). Barigozzi, Matteo ; Luciani, Matteo. In: Papers. RePEc:arx:papers:1910.03821. Full description at Econpapers || Download paper |
2024 | Tensor Factor Model Estimation by Iterative Projection. (2022). Zhang, Cun-Hui ; Yang, Dan ; Chen, Rong. In: Papers. RePEc:arx:papers:2006.02611. Full description at Econpapers || Download paper |
2024 | CP Factor Model for Dynamic Tensors. (2021). Chen, Rong ; Zhang, Cun-Hui. In: Papers. RePEc:arx:papers:2110.15517. Full description at Econpapers || Download paper |
2025 | Multidimensional Interactive Fixed-Effects. (2022). Freeman, Hugo. In: Papers. RePEc:arx:papers:2209.11691. Full description at Econpapers || Download paper |
2025 | High-Dimensional Canonical Correlation Analysis. (2023). Gorin, Vadim ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2306.16393. Full description at Econpapers || Download paper |
2024 | Reconciling the Theory of Factor Sequences. (2023). Deistler, Manfred ; Rust, Christoph ; Gersing, Philipp. In: Papers. RePEc:arx:papers:2307.10067. Full description at Econpapers || Download paper |
2024 | Composite Quantile Factor Models. (2023). Huang, Xiao. In: Papers. RePEc:arx:papers:2308.02450. Full description at Econpapers || Download paper |
2024 | Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278. Full description at Econpapers || Download paper |
2024 | A Conversation With Marc Hallin. (2024). Genest, Christian. In: International Statistical Review. RePEc:bla:istatr:v:92:y:2024:i:2:p:137-159. Full description at Econpapers || Download paper |
2024 | Sensitivity analysis and multiobjective optimization for rural house retrofitting considering construction and occupant behavior uncertainty: A case study of Jiaxian, China. (2024). Fu, Mengze ; Yue, Chao ; Lv, Hongyi ; Zhang, Jiqiang ; Wu, DI. In: Applied Energy. RePEc:eee:appene:v:360:y:2024:i:c:s0306261924002186. Full description at Econpapers || Download paper |
2024 | Examining the bidirectional ripple effects in the NFT markets: Risky center or hedging center?. (2024). Rauf, Abdul ; Du, Yuting ; Naeem, Muhammad Abubakr ; Zhang, XU. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000194. Full description at Econpapers || Download paper |
2024 | Increasing the reliability of the Bay of Biscay Atlantis model: A sensitivity analysis to parameters perturbations using a Morris screening approach. (2024). Corrales, X ; Hansen, C ; de Gamiz-Zearra, Lopez A ; Andonegi, E. In: Ecological Modelling. RePEc:eee:ecomod:v:488:y:2024:i:c:s0304380023003290. Full description at Econpapers || Download paper |
2024 | Sensitivity of long-term productivity estimations in mixed forests to uncertain parameters related to fine roots. (2024). Imbert, Bosco J ; Seely, Brad ; Yeste, Antonio ; Blanco, Juan A. In: Ecological Modelling. RePEc:eee:ecomod:v:490:y:2024:i:c:s0304380024000589. Full description at Econpapers || Download paper |
2024 | Inferential theory for generalized dynamic factor models. (2024). Hallin, Marc ; Barigozzi, Matteo ; Zaffaroni, Paolo ; Luciani, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000593. Full description at Econpapers || Download paper |
2024 | Robust interactive fixed effects. (2024). Boudt, Kris ; Heyndels, Ewoud. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:206-223. Full description at Econpapers || Download paper |
2024 | A sequential benefit-of-the-doubt composite indicator. (2024). Walheer, Barnabé. In: European Journal of Operational Research. RePEc:eee:ejores:v:316:y:2024:i:1:p:228-239. Full description at Econpapers || Download paper |
2024 | Factor-augmented forecasting in big data. (2024). Bae, Juhee. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1660-1688. Full description at Econpapers || Download paper |
2024 | The transmission of U.S. monetary policy to small open economies. (2024). de Simone, Francisco Nadal. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000251. Full description at Econpapers || Download paper |
2024 | International comparisons of COVID-19 pandemic management: What can be learned from activity analysis techniques?. (2024). Tortosa-Ausina, Emili ; Prior, Diego ; Gimenez, Victor ; Thieme, Claudio. In: Omega. RePEc:eee:jomega:v:122:y:2024:i:c:s0305048323001305. Full description at Econpapers || Download paper |
2024 | Factor-Augmented Autoregressive Neural Network to forecast NOx in the city of Madrid. (2024). Scepi, Germana ; Mattera, Raffaele ; Fernandez-Aviles, Gema. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124001575. Full description at Econpapers || Download paper |
2024 | Investors’ attention and network spillover for commodity market forecasting. (2024). Mattera, Raffaele ; Ficcadenti, Valerio ; Cerqueti, Roy. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002222. Full description at Econpapers || Download paper |
2024 | Measuring the Euro Area Output Gap. (2024). Luciani, Matteo ; Lissona, Claudio ; Barigozzi, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-99. Full description at Econpapers || Download paper |
2025 | Construction and Optimization of Ecological Network in Kuqa, China. (2025). Mijiti, Maimaiti ; Mamat, Aynur ; Abulaiti, Halimulati. In: Land. RePEc:gam:jlands:v:14:y:2025:i:2:p:323-:d:1584228. Full description at Econpapers || Download paper |
2024 | On the Coherence of Composite Indexes: Multiversal Model and Specification Analysis for an Index of Well-Being. (2024). Tomaselli, Venera ; Cantone, Giulio Giacomo. In: MetaArXiv. RePEc:osf:metaar:d5y26. Full description at Econpapers || Download paper |
2024 | On the Coherence of Composite Indexes: Multiversal Model and Specification Analysis for an Index of Well-Being. (2024). Tomaselli, Venera ; Cantone, Giulio Giacomo. In: MetaArXiv. RePEc:osf:metaar:d5y26_v1. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2007 | Determining the Number of Factors in the General Dynamic Factor Model In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 346 |
2008 | Dynamic Factors in the Presence of Block Structure In: Working Papers ECARES. [Full Text][Citation analysis] | paper | 12 |
2008 | Dynamic Factors in the Presence of Block Structure.(2008) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2007 | The role of sensitivity analysis in ecological modelling In: Ecological Modelling. [Full Text][Citation analysis] | article | 71 |
2011 | Dynamic factors in the presence of blocks In: Journal of Econometrics. [Full Text][Citation analysis] | article | 50 |
In: . [Full Text][Citation analysis] | article | 2 | |
2008 | Creating composite indicators with DEA and robustness analysis: the case of the Technology Achievement Index In: Journal of the Operational Research Society. [Full Text][Citation analysis] | article | 144 |
2006 | Creating Composite Indicators with DEA and Robustness Analysis: the case of the Technology Achievement Index.(2006) In: Public Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 144 | paper | |
2006 | Impact of oil prices in an estimated EU12 open economy model In: Computing in Economics and Finance 2006. [Full Text][Citation analysis] | paper | 0 |
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