Pages that link to "Item:Q5389953"
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The following pages link to EFFICIENT ESTIMATION OF FACTOR MODELS (Q5389953):
Displaying 17 items.
- Forecasting with factor-augmented regression: a frequentist model averaging approach (Q494163) (← links)
- Efficient estimation of nonstationary factor models (Q505082) (← links)
- On bootstrapping panel factor series (Q528127) (← links)
- Efficient estimation of approximate factor models via penalized maximum likelihood (Q898581) (← links)
- Consistently recovering the signal from noisy functional data (Q2078554) (← links)
- Preprocessing noisy functional data: a multivariate perspective (Q2106796) (← links)
- Extracting a low-dimensional predictable time series (Q2147946) (← links)
- Inferences in panel data with interactive effects using large covariance matrices (Q2398975) (← links)
- On the penalized maximum likelihood estimation of high-dimensional approximate factor model (Q2418076) (← links)
- TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS (Q3453252) (← links)
- Embracing the Blessing of Dimensionality in Factor Models (Q4690965) (← links)
- Model selection for factor analysis: Some new criteria and performance comparisons (Q5860948) (← links)
- Testing for time-varying factor loadings in high-dimensional factor models (Q5867577) (← links)
- Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
- Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models (Q6093785) (← links)
- Parametric estimation of long memory in factor models (Q6108311) (← links)
- Mining the factor zoo: estimation of latent factor models with sufficient proxies (Q6150517) (← links)