Shrinkage estimation of multiple threshold factor models (Q6108331): Difference between revisions

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+Determining the Number of Factors in Approximate Factor Models
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+Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
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+Identification and estimation of a large factor model with structural instability
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+Estimating and testing high dimensional factor models with multiple structural changes
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+Simultaneous multiple change-point and factor analysis for high-dimensional time series
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+Uncertainty Shocks in a Model of Effective Demand
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+Simultaneous analysis of Lasso and Dantzig selector
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+Testing for structural breaks in dynamic factor models
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+LASSO estimation of threshold autoregressive 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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+Estimation and model selection based inference in single and multiple threshold models.
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+TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS
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+Determining the number of factors when the number of factors can increase with sample size
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+On the least squares estimation of multiple-regime threshold autoregressive models
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+Threshold factor models for high-dimensional time series
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+Estimation of large dimensional factor models with an unknown number of breaks
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+Least squares estimation of large dimensional threshold factor models
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+Structural change estimation in time series regressions with endogenous variables
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+SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES
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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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+Q3928091
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+Testing and Modeling Threshold Autoregressive Processes
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+Asymptotic Statistics
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+Estimation of high dimensional factor model with multiple threshold-type regime shifts
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+Testing for factor loading structural change under common breaks
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+Threshold regression with endogeneity
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+Model Selection and Estimation in Regression with Grouped Variables
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