Authors:
Chen, Xiaohong
Hansen, Lars Peter
Scheinkman, José
Citation: Chen, Xiaohong et al., Nonlinear principal components and long-run implications of multivariate diffusions, Annals of statistics , 37(6B), 2009, pp. 4279-4312
Authors:
Bak, Per
Chen, Kan
Scheinkman, José
Woodford, Michael
Citation: Per Bak et al., Aggregate Fluctuations from Independent Sectoral Shocks: Self-Organized Criticality in a Model of Production and Inventory Dynamics, Ricerche economiche, (1), 1993, pp. 3