Asymptotic analysis of the squared estimation error in misspecified factor models (Q494175): Difference between revisions

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+Eigenvalue Ratio Test for the Number of Factors
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+Normal rank
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+Q4769776
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+Normal rank
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+Improved penalization for determining the number of factors in approximate factor models
+Normal rank
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+Q4267666
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+Normal rank
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+Determining the Number of Factors in Approximate Factor Models
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+INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT
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+Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain
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+Are more data always better for factor analysis?
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+Normal rank
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+Weak and strong cross‐section dependence and estimation of large panels
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+Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components?
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+Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
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+Least Squares Model Averaging
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+Normal rank
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+Matrix Analysis
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+Normal rank
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+Q4040931
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+Normal rank
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+Factor-GMM estimation with large sets of possibly weak instruments
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+Q3874765
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+Normal rank
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+Q4000467
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+Normal rank
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+Properties of Predictors in Misspecified Autoregressive Time Series Models
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+The incidental parameter problem since 1948
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+Normal rank
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+Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
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+Some Comments on C P
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+Normal rank
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+DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS
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+Asymptotics of the principal components estimator of large factor models with weakly influential factors
+Normal rank
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+Asymptotic power of sphericity tests for high-dimensional data
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+The sampling distribution of forecasts from a first-order autoregression
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+Q4344404
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+Normal rank
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+Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
+Normal rank
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+Q4327444
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+Normal rank
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+On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
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