Pages that link to "Item:Q527936"
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The following pages link to Asymptotics of the principal components estimator of large factor models with weakly influential factors (Q527936):
Displaying 50 items.
- Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
- Bi-cross-validation for factor analysis (Q104117) (← links)
- Statistical inference in a random coefficient panel model (Q284298) (← links)
- Sparse principal component analysis and iterative thresholding (Q355104) (← links)
- On conditions in central limit theorems for martingale difference arrays (Q397938) (← links)
- Forecasting with factor-augmented regression: a frequentist model averaging approach (Q494163) (← links)
- The three-pass regression filter: a new approach to forecasting using many predictors (Q494165) (← links)
- Asymptotic analysis of the squared estimation error in misspecified factor models (Q494175) (← links)
- Unexplained factors and their effects on second pass \(R\)-squared's (Q496150) (← links)
- On sample eigenvalues in a generalized spiked population model (Q765838) (← links)
- Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645) (← links)
- Efficient estimation of approximate factor models via penalized maximum likelihood (Q898581) (← links)
- Parameter cascading for panel models with unknown number of unobserved factors: an application to the credit spread puzzle (Q1623512) (← links)
- Revisiting useful approaches to data-rich macroeconomic forecasting (Q1659116) (← links)
- Heterogeneity adjustment with applications to graphical model inference (Q1711558) (← links)
- Robust covariance estimation for approximate factor models (Q1739628) (← links)
- Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models (Q1755119) (← links)
- Panel models with interactive effects (Q1792467) (← links)
- Estimation of large dimensional factor models with an unknown number of breaks (Q1792477) (← links)
- On factor models with random missing: EM estimation, inference, and cross validation (Q2024446) (← links)
- Robust high-dimensional factor models with applications to statistical machine learning (Q2038305) (← links)
- Spiked separable covariance matrices and principal components (Q2039807) (← links)
- Statistical inference for principal components of spiked covariance matrices (Q2131269) (← links)
- Rank determination in tensor factor model (Q2136659) (← links)
- Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications (Q2137016) (← links)
- Efficient estimation of heterogeneous coefficients in panel data models with common shocks (Q2173185) (← links)
- Optimal prediction in the linearly transformed spiked model (Q2176630) (← links)
- Sequential testing for structural stability in approximate factor models (Q2186663) (← links)
- Estimating latent asset-pricing factors (Q2190237) (← links)
- Consistent estimation of high-dimensional factor models when the factor number is over-estimated (Q2192324) (← links)
- Limiting laws for divergent spiked eigenvalues and largest nonspiked eigenvalue of sample covariance matrices (Q2196219) (← 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)
- Distributed estimation of principal eigenspaces (Q2284361) (← links)
- A robust procedure to build dynamic factor models with cluster structure (Q2305973) (← links)
- Variable selection in panel models with breaks (Q2323384) (← links)
- A diagnostic criterion for approximate factor structure (Q2330733) (← links)
- Optimal estimation and rank detection for sparse spiked covariance matrices (Q2343031) (← links)
- On the Marčenko-Pastur law for linear time series (Q2343959) (← links)
- Bootstrapping factor-augmented regression models (Q2451810) (← links)
- Random matrix theory in statistics: a review (Q2453609) (← links)
- Limiting spectral distribution of a symmetrized auto-cross covariance matrix (Q2454407) (← links)
- Revisiting the location of FDI in China: a panel data approach with heterogeneous shocks (Q2658757) (← links)
- Detection of units with pervasive effects in large panel data models (Q2658758) (← links)
- Augmented factor models with applications to validating market risk factors and forecasting bond risk premia (Q2658786) (← links)
- Factor models with local factors -- determining the number of relevant factors (Q2673197) (← links)
- Factor models with many assets: strong factors, weak factors, and the two-pass procedure (Q2673198) (← links)
- Information criteria for latent factor models: a study on factor pervasiveness and adaptivity (Q2688660) (← links)
