Asymptotic analysis of the squared estimation error in misspecified factor models (Q494175): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2034409325
@@ Property / OpenAlex ID: W2034409325 / rank @@
+Normal rank
@@ Property / cites work @@
+Eigenvalue Ratio Test for the Number of Factors
@@ Property / cites work: Eigenvalue Ratio Test for the Number of Factors / rank @@
+Normal rank
@@ Property / cites work @@
+Q4769776
@@ Property / cites work: Q4769776 / rank @@
+Normal rank
@@ Property / cites work @@
+Improved penalization for determining the number of factors in approximate factor models
+Normal rank
@@ Property / cites work @@
+Q4267666
@@ Property / cites work: Q4267666 / rank @@
+Normal rank
@@ Property / cites work @@
+Determining the Number of Factors in Approximate Factor Models
+Normal rank
@@ Property / cites work @@
+INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT
+Normal rank
@@ Property / cites work @@
+Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain
+Normal rank
@@ Property / cites work @@
+Are more data always better for factor analysis?
@@ Property / cites work: Are more data always better for factor analysis? / rank @@
+Normal rank
@@ Property / cites work @@
+Weak and strong cross‐section dependence and estimation of large panels
+Normal rank
@@ Property / cites work @@
+Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components?
+Normal rank
@@ Property / cites work @@
+Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
+Normal rank
@@ Property / cites work @@
+Least Squares Model Averaging
@@ Property / cites work: Least Squares Model Averaging / rank @@
+Normal rank
@@ Property / cites work @@
+Matrix Analysis
@@ Property / cites work: Matrix Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Q4040931
@@ Property / cites work: Q4040931 / rank @@
+Normal rank
@@ Property / cites work @@
+Factor-GMM estimation with large sets of possibly weak instruments
+Normal rank
@@ Property / cites work @@
+Q3874765
@@ Property / cites work: Q3874765 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4000467
@@ Property / cites work: Q4000467 / rank @@
+Normal rank
@@ Property / cites work @@
+Properties of Predictors in Misspecified Autoregressive Time Series Models
+Normal rank
@@ Property / cites work @@
+The incidental parameter problem since 1948
@@ Property / cites work: The incidental parameter problem since 1948 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
+Normal rank
@@ Property / cites work @@
+Some Comments on C P
@@ Property / cites work: Some Comments on C P / rank @@
+Normal rank
@@ Property / cites work @@
+DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS
+Normal rank
@@ Property / cites work @@
+Asymptotics of the principal components estimator of large factor models with weakly influential factors
+Normal rank
@@ Property / cites work @@
+Asymptotic power of sphericity tests for high-dimensional data
+Normal rank
@@ Property / cites work @@
+The sampling distribution of forecasts from a first-order autoregression
+Normal rank
@@ Property / cites work @@
+Q4344404
@@ Property / cites work: Q4344404 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
+Normal rank
@@ Property / cites work @@
+Q4327444
@@ Property / cites work: Q4327444 / rank @@
+Normal rank
@@ Property / cites work @@
+On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
+Normal rank