Detecting granular time series in large panels (Q2224994): Difference between revisions

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+The Network Origins of Aggregate Fluctuations
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+Eigenvalue Ratio Test for the Number of Factors
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+A note on reparameterizing a vector autoregressive moving average model to enforce stationarity
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+Inferential Theory for Factor Models of Large Dimensions
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+Statistical analysis of factor models of high dimension
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+Determining the Number of Factors in Approximate Factor Models
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+Evaluating latent and observed factors in macroeconomics and finance
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+Weak and strong cross‐section dependence and estimation of large panels
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+Firms, Destinations, and Aggregate Fluctuations
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+On the network topology of variance decompositions: measuring the connectedness of financial firms
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+An overview of the estimation of large covariance and precision matrices
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+High-dimensional covariance matrix estimation in approximate factor models
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+Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics
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+The Granular Origins of Aggregate Fluctuations
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+Financial Network Systemic Risk Contributions
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+On finite sequences of real numbers
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+Likelihood‐based dynamic factor analysis for measurement and forecasting
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+Q4382293
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+High-dimensional graphs and variable selection with the Lasso
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+Testing Hypotheses About the Number of Factors in Large Factor Models
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+Asymptotics of the principal components estimator of large factor models with weakly influential factors
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+Testing Weak Cross-Sectional Dependence in Large Panels
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+High‐Dimensional Covariance Estimation
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+Forecasting Using Principal Components From a Large Number of Predictors
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+Publication:2224994