EFFICIENT ESTIMATION OF FACTOR MODELS (Q5389953): Difference between revisions

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+The Generalized Dynamic Factor Model
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+Are more data always better for factor analysis?
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+Stochastic Limit Theory
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+Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
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+INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT
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+On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models
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+Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
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+Q5475042
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+Determining the Number of Factors in Approximate Factor Models
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+Inferential Theory for Factor Models of Large Dimensions
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+Forecasting Using Principal Components From a Large Number of Predictors
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+Dynamic panel estimation and homogeneity testing under cross section dependence
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+Asymptotics for linear processes
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+Testing for a unit root in panels with dynamic factors
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+Q4039873
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+When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach
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