Authors: Bańbura, Marta Giannone, Domenico Reichlin, Lucrezia

Citation: Bańbura, Marta et al., Large Bayesian vector auto regressions, Journal of applied econometrics , 25(1), 2010, pp. 71-92

Authors: Bańbura, Marta Modugno, Michele

Citation: Bańbura, Marta et Modugno, Michele, Maximum likelihood estimation of factor models on datasets with arbitrary pattern of missing data, Journal of applied econometrics , 29(1), 2014, pp. 133-160