Dynamic Model Specification is a methodological framework within econometric and statistical modeling that incorporates temporal dependencies and lagged relationships among variables to capture the evolving nature of systemic interactions over time.
569
Publications
38.6K
Citations
1.1K
Authors
606
Institutions
Publications per year
2017–2026
127
Parents
Publications
569
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
Suzanna De Boef, Luke Keele · American Journal of Political Science · 2008 · 1K citations
1–5 of 569
Authors
1.1K
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8
h-index
- CV
6
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- NR
6
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5
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- TC
4
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1–5 of 1.1K
Institutions
606
Federal Reserve
Washington D.C., United States
9 h-index
10 publications
559 citations
Centre for Economic Policy Research
London, United Kingdom
9 h-index
11 publications
586 citations
Federal Reserve Board of Governors
Washington D.C., United States
8 h-index
8 publications
403 citations
Texas A&M University
College Station, United States
6 h-index
10 publications
1.5K citations
National Bureau of Economic Research
Cambridge, United States
6 h-index
8 publications
1.1K citations
University of Oxford
Oxford, United Kingdom
6 h-index
7 publications
404 citations
Centre National de la Recherche Scientifique
Paris, France
5 h-index
13 publications
709 citations
Erasmus University Rotterdam
Rotterdam, The Netherlands
5 h-index
7 publications
530 citations
1–8 of 606
Venues
- SSRN Electronic Journal
Repository · 40 publications · 1.6K citations
20
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- RePEc: Research Papers in Economics
Repository · 18 publications · 754 citations
13
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- Journal of Econometrics
13 publications · 3.1K citations
12
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- Applied Economics
11 publications · 285 citations
10
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- The Review of Economics and Statistics
9 publications · 2.6K citations
9
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1–5