Pages that link to "Item:Q3653231"
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The following pages link to Testing Hypotheses About the Number of Factors in Large Factor Models (Q3653231):
Displayed 43 items.
- Random matrix theory in statistics: a review (Q2453609) (← links)
- Universality of covariance matrices (Q2454401) (← links)
- Limiting spectral distribution of a symmetrized auto-cross covariance matrix (Q2454407) (← links)
- Large-dimensional dynamic factor models: estimation of impulse-response functions with I(1) cointegrated factors (Q2658756) (← links)
- RDS free CLT for spiked eigenvalues of high-dimensional covariance matrices (Q2670788) (← links)
- Factor models with local factors -- determining the number of relevant factors (Q2673197) (← links)
- Factor models with many assets: strong factors, weak factors, and the two-pass procedure (Q2673198) (← links)
- High-dimensional test for alpha in linear factor pricing models with sparse alternatives (Q2673200) (← links)
- Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions (Q2676949) (← links)
- Factor instrumental variable quantile regression (Q2687857) (← links)
- Testing for structural changes in large dimensional factor models via discrete Fourier transform (Q2688666) (← links)
- FACTOR UNIQUENESS IN THE S&P 500 UNIVERSE: CAN PROPRIETARY FACTORS EXIST? (Q2842533) (← links)
- A Randomized Sequential Procedure to Determine the Number of Factors (Q4559712) (← links)
- Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets (Q4561854) (← links)
- Weighted‐Covariance Factor Decomposition of Varma Models Applied to Forecasting Quarterly U.S. Real GDP at Monthly Intervals (Q4973952) (← links)
- Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency (Q5034246) (← links)
- A multi-step procedure to determine the number of factors in large approximate factor models (Q5078883) (← links)
- Cross-Sectional Dependence in Panel Data Analysis (Q5080156) (← links)
- Order Determination for Spiked Type Models (Q5089462) (← links)
- Funding shortages, expectations, and forward rate risk premium (Q5092646) (← links)
- Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients (Q5111851) (← links)
- TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION (Q5859565) (← links)
- Model selection for factor analysis: Some new criteria and performance comparisons (Q5860948) (← links)
- Factor analysis of correlation matrices when the number of random variables exceeds the sample size (Q5880184) (← links)
- Estimating Number of Factors by Adjusted Eigenvalues Thresholding (Q5885109) (← links)
- A Universal Test on Spikes in a High-Dimensional Generalized Spiked Model and Its Applications (Q6069893) (← links)
- Structural factor equation models for causal network construction via directed acyclic mixed graphs (Q6074501) (← links)
- An Eigenvalue Ratio Approach to Inferring Population Structure from Whole Genome Sequencing Data (Q6079780) (← links)
- Quantifying noise in survey expectations (Q6088815) (← links)
- Comparing forecasting performance in cross-sections (Q6090568) (← links)
- Convergence rate to the Tracy-Widom laws for the largest eigenvalue of sample covariance matrices (Q6103980) (← links)
- Estimation of the Number of Spiked Eigenvalues in a Covariance Matrix by Bulk Eigenvalue Matching Analysis (Q6107215) (← links)
- Binary response models for heterogeneous panel data with interactive fixed effects (Q6108322) (← links)
- One-way or two-way factor model for matrix sequences? (Q6108337) (← links)
- Factor models for high‐dimensional functional time series II: Estimation and forecasting (Q6135372) (← links)
- Testing for symmetric correlation matrices with applications to factor models (Q6135374) (← links)
- Tracy-Widom law for the extreme eigenvalues of large signal-plus-noise matrices (Q6137710) (← links)
- On determination of the number of factors in an approximate factor model (Q6138244) (← links)
- Determining the number of change-points in high-dimensional factor models by cross-validation with matrix completion (Q6140019) (← links)
- Matrix Factor Analysis: From Least Squares to Iterative Projection (Q6150367) (← links)
- Inferential theory for generalized dynamic factor models (Q6150524) (← links)
- An Algebraic Estimator for Large Spectral Density Matrices (Q6154009) (← links)
- Local laws for multiplication of random matrices (Q6165245) (← links)