Pages that link to "Item:Q4468514"
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The following pages link to Forecasting Using Principal Components From a Large Number of Predictors (Q4468514):
Displayed 50 items.
- Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market (Q1927117) (← links)
- Portfolio selection in a data-rich environment (Q1994213) (← links)
- A rank test for the number of factors with high-frequency data (Q2000871) (← links)
- Robust factor modelling for high-dimensional time series: an application to air pollution data (Q2008477) (← links)
- Understanding forecast reconciliation (Q2031082) (← links)
- Including news data in forecasting macro economic performance of China (Q2033701) (← links)
- Mortality forecasting using factor models: time-varying or time-invariant factor loadings? (Q2034144) (← links)
- Robust high-dimensional factor models with applications to statistical machine learning (Q2038305) (← links)
- Robust test for structural instability in dynamic factor models (Q2042290) (← links)
- Tests for the explanatory power of latent factors (Q2062414) (← links)
- The illusion of the illusion of sparsity: an exercise in prior sensitivity (Q2077428) (← links)
- Fast inference methods for high-dimensional factor copulas (Q2097684) (← links)
- Prediction in functional regression with discretely observed and noisy covariates (Q2101386) (← links)
- A spatial panel quantile model with unobserved heterogeneity (Q2106401) (← links)
- Preprocessing noisy functional data: a multivariate perspective (Q2106796) (← links)
- Rank determination in tensor factor model (Q2136659) (← links)
- Inference in latent factor regression with clusterable features (Q2137004) (← links)
- Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications (Q2137016) (← links)
- Targeted principal components regression (Q2140873) (← links)
- GARCH-type factor model (Q2140876) (← links)
- Bayesian factor-adjusted sparse regression (Q2155305) (← links)
- A fragmented-periodogram approach for clustering big data time series (Q2183658) (← links)
- Sequential testing for structural stability in approximate factor models (Q2186663) (← links)
- Consistent estimation of high-dimensional factor models when the factor number is over-estimated (Q2192324) (← links)
- Limiting laws for divergent spiked eigenvalues and largest nonspiked eigenvalue of sample covariance matrices (Q2196219) (← links)
- A time-varying diffusion index forecasting model (Q2208686) (← links)
- A note on exploratory item factor analysis by singular value decomposition (Q2220369) (← links)
- High-dimensional predictive regression in the presence of cointegration (Q2224889) (← links)
- Estimating and testing high dimensional factor models with multiple structural changes (Q2224981) (← links)
- Detecting granular time series in large panels (Q2224994) (← links)
- Hierarchical species sampling models (Q2226710) (← links)
- Bootstrapping factor models with cross sectional dependence (Q2227057) (← links)
- Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects (Q2227062) (← links)
- A semiparametric latent factor model for large scale temporal data with heteroscedasticity (Q2237806) (← links)
- Forecasting commodity futures returns with stepwise regressions: do commodity-specific factors help? (Q2241123) (← links)
- A note on identifiability conditions in confirmatory factor analysis (Q2244603) (← links)
- The heterogeneous impact of monetary policy on the US labor market (Q2246730) (← links)
- Data science, big data and statistics (Q2273155) (← links)
- Consistency of generalized dynamic principal components in dynamic factor models (Q2273706) (← links)
- Long-term forecasting of El Niño events via dynamic factor simulations (Q2280599) (← links)
- On time-varying factor models: estimation and testing (Q2294514) (← links)
- Variable selection with spatially autoregressive errors: a generalized moments Lasso estimator (Q2297950) (← links)
- Principal envelope model (Q2301089) (← links)
- Generalized dynamic factor models and volatilities: consistency, rates, and prediction intervals (Q2305972) (← links)
- A robust procedure to build dynamic factor models with cluster structure (Q2305973) (← links)
- Rank regularized estimation of approximate factor models (Q2323367) (← links)
- High-dimensional multivariate realized volatility estimation (Q2323370) (← links)
- A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables (Q2323372) (← links)
- Generalized high-dimensional trace regression via nuclear norm regularization (Q2323374) (← links)
- Large-scale portfolio allocation under transaction costs and model uncertainty (Q2323379) (← links)