Statistics
Publications
33
Citations
6.4K
H-Index
25
Active since
1992
Marco Lippi is an author at University of Modena and Reggio Emilia specializing in economics, social sciences, and econometrics.
Publications per year
1992–2022
33
33
The Generalized Dynamic-Factor Model: Identification and Estimation
Mario Forni, Marc Hallin, Marco Lippi et al. · The Review of Economics and Statistics · 2000 · 1.8K citations · Full text
The Generalized Dynamic Factor Model
Mario Forni, Marc Hallin, Marco Lippi et al. · Journal of the American Statistical Association · 2005 · 858 citations
New Eurocoin: Tracking Economic Growth in Real Time
Filippo Altissimo, Riccardo Cristadoro, Mario Forni et al. · The Review of Economics and Statistics · 2010 · 418 citations · Full text
THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY
Mario Forni, Marco Lippi · Econometric Theory · 2001 · 407 citations · Full text
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
Mario Forni, Domenico Giannone, Marco Lippi et al. · Econometric Theory · 2009 · 401 citations · Full text
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