Concepedia

Marco Lippi

ML

Statistics

Publications

35

Citations

6.4K

H-Index

25

Active since

1992

Affiliations

University of Modena and Reggio Emilia(Current)

Einaudi Institute for Economics and Finance

Sapienza University of Rome

Université Libre de Bruxelles

Centre for Economic Policy Research

Marco Lippi is an author at University of Modena and Reggio Emilia specializing in econometrics, statistics, and business.

Top concepts

BusinessEconomicsStatisticsEconometricsMacroeconomicsFinanceFactor ModelsTime Series EconometricsEngineeringFunctional Data Analysis

Publications per year

1992–2022

35

Publications

35

The Generalized Dynamic-Factor Model: Identification and Estimation

Mario Forni, Marc Hallin, Marco Lippi et al. · The Review of Economics and Statistics · 2000 · 1.7K citations · Full text

Dynamic Economic Model, Economics, Latent Modeling +14

The Generalized Dynamic Factor Model

Mario Forni, Marc Hallin, Marco Lippi et al. · Journal of the American Statistical Association · 2005 · 849 citations

Forecasting Methodology, Engineering, Factor Models +16

New Eurocoin: Tracking Economic Growth in Real Time

Filippo Altissimo, Riccardo Cristadoro, Mario Forni et al. · The Review of Economics and Statistics · 2010 · 412 citations · Full text

Engineering, Eurocurrency Market, Macroeconomic Forecasting +19

THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY

Mario Forni, Marco Lippi · Econometric Theory · 2001 · 399 citations · Full text

Factor Models, Applied Econometrics, Education +22

OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS

Mario Forni, Domenico Giannone, Marco Lippi et al. · Econometric Theory · 2009 · 395 citations · Full text

Fundamentalness Problem, Factor Models, Applied Econometrics +24

1–5 of 35