Pages that link to "Item:Q5474964"
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The following pages link to Determining the Number of Factors in Approximate Factor Models (Q5474964):
Displayed 50 items.
- Dynamic factor models with infinite-dimensional factor space: asymptotic analysis (Q2397725) (← links)
- Inferences in panel data with interactive effects using large covariance matrices (Q2398975) (← links)
- Econometric analysis of multivariate realised QML: estimation of the covariation of equity prices under asynchronous trading (Q2405902) (← links)
- Large covariance estimation through elliptical factor models (Q2413594) (← links)
- Chinese Divisia monetary index and GDP nowcasting (Q2416229) (← links)
- Stock market contagion: a new approach (Q2416322) (← links)
- Hypothesis tests for principal component analysis when variables are standardized (Q2419845) (← links)
- The Tracy-Widom limit for the largest eigenvalues of singular complex Wishart matrices (Q2426602) (← links)
- The generalized dynamic factor model consistency and rates (Q2439043) (← links)
- Testing for a unit root in panels with dynamic factors (Q2439090) (← links)
- Estimating cross-section common stochastic trends in nonstationary panel data (Q2439092) (← links)
- Panel unit root tests in the presence of a multifactor error structure (Q2440389) (← links)
- A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors (Q2442401) (← links)
- Principal components estimation and identification of static factors (Q2442574) (← links)
- Factor-GMM estimation with large sets of possibly weak instruments (Q2445717) (← links)
- Bayesian variable selection and model averaging in the arbitrage pricing theory model (Q2445778) (← links)
- Factor models in high-dimensional time series: A time-domain approach (Q2447649) (← links)
- Theory and methods of panel data models with interactive effects (Q2448726) (← links)
- Testing for structural stability of factor augmented forecasting models (Q2451804) (← links)
- Bootstrapping factor-augmented regression models (Q2451810) (← links)
- Consistent factor estimation in dynamic factor models with structural instability (Q2453088) (← links)
- Random matrix theory in statistics: a review (Q2453609) (← links)
- Limiting spectral distribution of a symmetrized auto-cross covariance matrix (Q2454407) (← links)
- The application of spectral distribution of product of two random matrices in the factor analysis (Q2465139) (← links)
- Consistent variable selection in large panels when factors are observable (Q2489495) (← links)
- Nonstationary dynamic factor analysis (Q2491853) (← links)
- Posterior contraction in sparse Bayesian factor models for massive covariance matrices (Q2510828) (← links)
- Forecasting financial and macroeconomic variables using data reduction methods: new empirical evidence (Q2511793) (← links)
- Disentangling systematic and idiosyncratic dynamics in panels of volatility measures (Q2511805) (← links)
- Identification theory for high dimensional static and dynamic factor models (Q2512530) (← links)
- Testing a linear dynamic panel data model against nonlinear alternatives (Q2512605) (← links)
- A semiparametric model for heterogeneous panel data with fixed effects (Q2516308) (← links)
- The treatment-effect estimation: a case study of the 2008 economic stimulus package of China (Q2516324) (← links)
- Home-purchase restriction, property tax and housing price in China: a counterfactual analysis (Q2516325) (← links)
- A panel data approach to economic forecasting: the bias-corrected average forecast (Q2630076) (← links)
- Business cycle and corporate failure in France: Is there a link? (Q2642587) (← links)
- Improved index insurance design and yield estimation using a dynamic factor forecasting approach (Q2657001) (← links)
- Large-dimensional dynamic factor models: estimation of impulse-response functions with I(1) cointegrated factors (Q2658756) (← links)
- Revisiting the location of FDI in China: a panel data approach with heterogeneous shocks (Q2658757) (← links)
- Detection of units with pervasive effects in large panel data models (Q2658758) (← links)
- Augmented factor models with applications to validating market risk factors and forecasting bond risk premia (Q2658786) (← links)
- Estimation and inference in semiparametric quantile factor models (Q2658787) (← links)
- Autoencoder asset pricing models (Q2658795) (← links)
- High dimensional minimum variance portfolio estimation under statistical factor models (Q2658801) (← links)
- Determining the number of breaks in large dimensional factor models with structural changes (Q2659950) (← links)
- Moving dynamic principal component analysis for non-stationary multivariate time series (Q2667028) (← links)
- Multi-population mortality modeling: when the data is too much and not enough (Q2670121) (← links)
- Separation of Uncorrelated Stationary time series using Autocovariance Matrices (Q2802912) (← links)
- A Likelihood Ratio Test for Idiosyncratic Unit Roots in the Exact Factor Model with Integrated Factors (Q2816736) (← links)
- FACTOR UNIQUENESS IN THE S&P 500 UNIVERSE: CAN PROPRIETARY FACTORS EXIST? (Q2842533) (← links)