Pages that link to "Item:Q5474964"
From MaRDI portal
The following pages link to Determining the Number of Factors in Approximate Factor Models (Q5474964):
Displayed 50 items.
- Bi-cross-validation of the SVD and the nonnegative matrix factorization (Q159675) (← links)
- Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \(F\) test (Q379922) (← links)
- Panel data models with multiple time-varying individual effects (Q386936) (← links)
- A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris (Q413964) (← links)
- Factor modeling for high-dimensional time series: inference for the number of factors (Q447821) (← links)
- High-dimensional covariance matrix estimation in approximate factor models (Q450002) (← links)
- Statistical analysis of factor models of high dimension (Q450044) (← links)
- On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix (Q458655) (← links)
- A nonlinear panel data model of cross-sectional dependence (Q469559) (← links)
- Property taxes and home prices: a tale of two cities (Q469563) (← links)
- Detecting big structural breaks in large factor models (Q469568) (← links)
- Inference on factor structures in heterogeneous panels (Q473358) (← links)
- High dimensional mean-variance optimization through factor analysis (Q476227) (← links)
- Editorial: High dimensional problems in econometrics (Q494161) (← 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)
- Risks of large portfolios (Q494174) (← links)
- Asymptotic analysis of the squared estimation error in misspecified factor models (Q494175) (← links)
- Regularized LIML for many instruments (Q494179) (← links)
- Testing for factor loading structural change under common breaks (Q496159) (← links)
- Factor-augmented regression models with structural change (Q500558) (← links)
- Estimating the common break date in large factor models (Q500594) (← links)
- Model specification in panel data unit root tests with an unknown break (Q543445) (← links)
- Improved penalization for determining the number of factors in approximate factor models (Q613167) (← links)
- Dynamic mortality factor model with conditional heteroskedasticity (Q659163) (← links)
- Factor models and variable selection in high-dimensional regression analysis (Q661163) (← links)
- Estimating the number of common factors in serially dependent approximate factor models (Q694956) (← links)
- Estimation of high-dimensional linear factor models with grouped variables (Q764504) (← links)
- Information, data dimension and factor structure (Q765833) (← links)
- Dynamic factor models (Q862777) (← links)
- Unobserved heterogeneity in panel time series models (Q959319) (← links)
- Large dimension forecasting models and random singular value spectra (Q978861) (← links)
- Shrinkage estimation in the frequency domain of multivariate time series (Q1006672) (← links)
- Forecast comparison of principal component regression and principal covariate regression (Q1019994) (← links)
- Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood (Q1026360) (← links)
- Sampling at different frequencies, and the power of panel unit root tests (Q1038092) (← links)
- Panel unit root tests under cross section dependence with recursive mean adjustment (Q1046271) (← links)
- Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market (Q1927117) (← links)
- Structural shrinkage of nonparametric spectral estimators for multivariate time series (Q1951770) (← links)
- A note on the limiting spectral distribution of a symmetrized auto-cross covariance matrix (Q2339574) (← links)
- Tests for overidentifying restrictions in factor-augmented VAR models (Q2343754) (← links)
- High dimensional generalized empirical likelihood for moment restrictions with dependent data (Q2343775) (← links)
- Dynamic factor models with infinite-dimensional factor spaces: one-sided representations (Q2343813) (← links)
- Nonparametric rank tests for non-stationary panels (Q2343816) (← links)
- Independence test for high dimensional data based on regularized canonical correlation coefficients (Q2343952) (← links)
- Testing for individual and time effects in panel data models with interactive effects (Q2345165) (← links)
- Specification test for panel data models with interactive fixed effects (Q2346028) (← links)
- On the sample covariance matrix estimator of reduced effective rank population matrices, with applications to fPCA (Q2348740) (← links)
- Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models (Q2350056) (← links)
- Panel data analysis -- advantages and challenges (with comments and rejoinder) (Q2384656) (← links)