A note on the asymptotic properties of least squares estimation in high dimensional constrained factor models (Q1788006): Difference between revisions

@@ Property / cites work @@
+Inferential Theory for Factor Models of Large Dimensions
+Normal rank
@@ Property / cites work @@
+Panel Data Models With Interactive Fixed Effects
@@ Property / cites work: Panel Data Models With Interactive Fixed Effects / rank @@
+Normal rank
@@ Property / cites work @@
+Determining the Number of Factors in Approximate Factor Models
+Normal rank
@@ Property / cites work @@
+Principal components estimation and identification of static factors
+Normal rank
@@ Property / cites work @@
+Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
+Normal rank
@@ Property / cites work @@
+Efficient Semiparametric Estimation of the Fama-French Model and Extensions
+Normal rank
@@ Property / cites work @@
+Quasi maximum likelihood analysis of high dimensional constrained factor models
+Normal rank
@@ Property / cites work @@
+Constrained Factor Models
@@ Property / cites work: Constrained Factor Models / rank @@
+Normal rank