Estimation of large dimensional factor models with an unknown number of breaks (Q1792477): Difference between revisions

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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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+Theory and methods of panel data models with interactive effects
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+Determining the Number of Factors in Approximate Factor Models
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Identification and estimation of a large factor model with structural instability
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+Q4671207
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+Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
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+Consistent factor estimation in dynamic factor models with structural instability
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+Testing for structural breaks in dynamic factor models
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+Estimating the common break date in large factor models
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+Detecting big structural breaks in large factor models
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+Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities
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+Testing for structural stability of factor augmented forecasting models
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+Large Covariance Estimation by Thresholding Principal Orthogonal Complements
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+Risks of large portfolios
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+The Generalized Dynamic Factor Model
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+Determining the Number of Factors in the General Dynamic Factor Model
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+TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS
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+Factor modeling for high-dimensional time series: inference for the number of factors
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+Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
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+Asymptotics of the principal components estimator of large factor models with weakly influential factors
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+Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
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+SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES
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+Forecasting Using Principal Components From a Large Number of Predictors
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+Q4593683
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+On time-varying factor models: estimation and testing
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+Sparsity and Smoothness Via the Fused Lasso
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+Asymptotics of empirical eigenstructure for high dimensional spiked covariance
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+Testing for factor loading structural change under common breaks
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+Model Selection and Estimation in Regression with Grouped Variables
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+The Adaptive Lasso and Its Oracle Properties
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