Estimation and inference of dynamic structural factor models with over-identifying restrictions (Q1652946): Difference between revisions

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-X. Han
@@ Property / author: X. Han / rank @@
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+X. Han
@@ Property / author: X. Han / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2017.09.001
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@@ Property / OpenAlex ID @@
+W2277323173
@@ Property / OpenAlex ID: W2277323173 / rank @@
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@@ Property / cites work @@
+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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+Q5475042
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+Principal components estimation and identification of static factors
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+Identification theory for high dimensional static and dynamic factor models
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+Time series: theory and methods.
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+OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
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+Q4840212
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+Tests for overidentifying restrictions in factor-augmented VAR models
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+Generalized reduced rank tests using the singular value decomposition
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