| Macroeconomic forecasting in a multi‐country context Y Bai, A Carriero, TE Clark, M Marcellino Journal of Applied Econometrics 37 (6), 1230-1255, 2022 | 12 | 2022 |
| A Monte Carlo comparison of GMM and QMLE estimators for short dynamic panel data models with spatial errors Y Bai, S Zhou, Z Fan Journal of Statistical Computation and Simulation 88 (2), 376-409, 2018 | 1 | 2018 |
| Nonparametric estimation and forecasting of time-varying parameter models Y Bai | | 2024 |
| Optimal forecasting under parameter instability Y Bai | | 2023 |
| GMM Estimation for Moment Condition Models With Time-Varying Parameters Y Bai Available at SSRN 4577735, 2023 | | 2023 |
| Mean group instrumental variable estimation of time-varying large heterogeneous panels with endogenous regressors Y Bai, M Marcellino, G Kapetanios Econometrics and Statistics, 2023 | | 2023 |
| Macroeconomic Forecasting in a Multi-country Context T Clark, A Carriero, MG Marcellino, Y Bai FRB of Cleveland Working Paper, 2022 | | 2022 |
| Macroeconomic Forecasting in a Multi-country Context M Marcellino, Y Bai, A Carriero, T Clark CEPR Discussion Papers, 2022 | | 2022 |
| Essays in Econometric Analysis Y Bai Università Bocconi, 2022 | | 2022 |
Massimiliano MarcellinoUniversità Bocconi在 unibocconi.it 的电子邮件经过验证
