Pages that link to "Item:Q3653231"
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The following pages link to Testing Hypotheses About the Number of Factors in Large Factor Models (Q3653231):
Displaying 50 items.
- Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (Q114808) (← links)
- Bayesian exploratory factor analysis (Q118626) (← links)
- On the Tracy-Widom approximation of Studentized extreme eigenvalues of Wishart matrices (Q272083) (← links)
- Asymptotic power of sphericity tests for high-dimensional data (Q366967) (← links)
- Detecting big structural breaks in large factor models (Q469568) (← links)
- Factor-augmented regression models with structural change (Q500558) (← links)
- Determining the number of factors when the number of factors can increase with sample size (Q506051) (← links)
- Identification and estimation of a large factor model with structural instability (Q506054) (← links)
- On the determination of the number of factors using information criteria with data-driven penalty (Q513695) (← links)
- Large panels with common factors and spatial correlation (Q530595) (← links)
- Estimation of high-dimensional linear factor models with grouped variables (Q764504) (← links)
- Information, data dimension and factor structure (Q765833) (← links)
- High-dimensional two-sample mean vectors test and support recovery with factor adjustment (Q830606) (← links)
- Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645) (← links)
- Parameter cascading for panel models with unknown number of unobserved factors: an application to the credit spread puzzle (Q1623512) (← links)
- Transformed contribution ratio test for the number of factors in static approximate factor models (Q1654280) (← links)
- A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices (Q1661567) (← links)
- Projection tests for high-dimensional spiked covariance matrices (Q1755108) (← links)
- Eigenvalue difference test for the number of common factors in the approximate factor models (Q1787690) (← links)
- Partial generalized four moment theorem revisited (Q1983608) (← links)
- A rank test for the number of factors with high-frequency data (Q2000871) (← links)
- Robust factor number specification for large-dimensional elliptical factor model (Q2008233) (← links)
- Likelihood ratio test for partial sphericity in high and ultra-high dimensions (Q2011514) (← links)
- On factor models with random missing: EM estimation, inference, and cross validation (Q2024446) (← links)
- Edge statistics of large dimensional deformed rectangular matrices (Q2079603) (← links)
- Statistical inference for principal components of spiked covariance matrices (Q2131269) (← links)
- Inference in latent factor regression with clusterable features (Q2137004) (← links)
- Robust estimation of the number of factors for the pair-elliptical factor models (Q2155030) (← links)
- Estimation of a multiplicative correlation structure in the large dimensional case (Q2190234) (← links)
- Government spending and heterogeneous consumption dynamics (Q2191456) (← links)
- Convergence of eigenvector empirical spectral distribution of sample covariance matrices (Q2196201) (← links)
- Limiting laws for divergent spiked eigenvalues and largest nonspiked eigenvalue of sample covariance matrices (Q2196219) (← links)
- Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices (Q2214247) (← links)
- Permutation methods for factor analysis and PCA (Q2215761) (← links)
- Detecting granular time series in large panels (Q2224994) (← links)
- The limits of the sample spiked eigenvalues for a high-dimensional generalized Fisher matrix and its applications (Q2242854) (← links)
- A note on the CLT of the LSS for sample covariance matrix from a spiked population model (Q2252894) (← links)
- Edge universality of separable covariance matrices (Q2279318) (← links)
- Local law and Tracy-Widom limit for sparse sample covariance matrices (Q2286459) (← links)
- On time-varying factor models: estimation and testing (Q2294514) (← links)
- A diagnostic criterion for approximate factor structure (Q2330733) (← links)
- Universality for the largest eigenvalue of sample covariance matrices with general population (Q2338931) (← links)
- Tests for overidentifying restrictions in factor-augmented VAR models (Q2343754) (← links)
- Dynamic factor models with infinite-dimensional factor spaces: one-sided representations (Q2343813) (← links)
- Specification test for panel data models with interactive fixed effects (Q2346028) (← links)
- Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models (Q2350056) (← links)
- Dynamic factor models with infinite-dimensional factor space: asymptotic analysis (Q2397725) (← links)
- Hypothesis tests for principal component analysis when variables are standardized (Q2419845) (← links)
- Estimation of the number of spikes, possibly equal, in the high-dimensional case (Q2443265) (← links)
- Factor models in high-dimensional time series: A time-domain approach (Q2447649) (← links)
