Dynamic factor models with infinite-dimensional factor spaces: one-sided representations (Q2343813): Difference between revisions

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+Improved penalization for determining the number of factors in approximate factor models
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+Inferential Theory for Factor Models of Large Dimensions
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+Determining the Number of Factors in Approximate Factor Models
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+Are more data always better for factor analysis?
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+Q3947020
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+Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
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+OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
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+The Generalized Dynamic Factor Model
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+Dynamic factor models with infinite-dimensional factor space: asymptotic analysis
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+Q4807277
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+The general dynamic factor model: one-sided representation results
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+Q4171478
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+Determining the Number of Factors in the General Dynamic Factor Model
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+Market liquidity as dynamic factors
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+Q5612941
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+Q3806630
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+Testing Hypotheses About the Number of Factors in Large Factor Models
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+Q2754859
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+Q5531487
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+Forecasting Using Principal Components From a Large Number of Predictors
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