Pages that link to "Item:Q3418483"

The following pages link to Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions (Q3418483):

Displaying 31 items.

• Factor-based imputation of missing values and covariances in panel data of large dimensions (Q2688654) (← links)
• Group fused Lasso for large factor models with multiple structural breaks (Q2688655) (← links)
• Factor Modelling for High-Dimensional Time Series: Inference and Model Selection (Q2968469) (← links)
• DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS (Q2981828) (← links)
• Quantile regression models with factor‐augmented predictors and information criterion (Q3018487) (← links)
• Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments (Q3063856) (← links)
• Model selection for generalized linear models with factor-augmented predictors (Q3077468) (← links)
• Factor analysis in a model with rational expectations (Q3521274) (← links)
• Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets (Q4561854) (← links)
• Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series (Q4962456) (← links)
• LIMIT THEOREMS FOR FACTOR MODELS (Q5012632) (← links)
• Stock return predictability: A factor-augmented predictive regression system with shrinkage method (Q5034238) (← links)
• Improving the finite sample performance of autoregression estimators in dynamic factor models: A bootstrap approach (Q5034258) (← links)
• A Predictive Approach for Selection of Diffusion Index Models (Q5080438) (← links)
• Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients (Q5111851) (← links)
• Noisy Matrix Completion: Understanding Statistical Guarantees for Convex Relaxation via Nonconvex Optimization (Q5131966) (← links)
• (Q5149025) (← links)
• (Q5159462) (← links)
• Bootstrap Inference in Regressions with Estimated Factors and Serial Correlation (Q5251510) (← links)
• THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS (Q5384842) (← links)
• EFFICIENT ESTIMATION OF FACTOR MODELS (Q5389953) (← links)
• A CROSS-SECTIONAL METHOD FOR RIGHT-TAILED PANIC TESTS UNDER A MODERATELY LOCAL TO UNITY FRAMEWORK (Q6042900) (← links)
• Uniform predictive inference for factor models with instrumental and idiosyncratic betas (Q6090585) (← links)
• Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models (Q6093785) (← links)
• Shrinkage estimation of multiple threshold factor models (Q6108331) (← links)
• Approximate factor models with weaker loadings (Q6108332) (← links)
• Inferential theory for generalized dynamic factor models (Q6150524) (← links)
• Tests for group-specific heterogeneity in high-dimensional factor models (Q6183687) (← links)
• Bridging factor and sparse models (Q6183755) (← links)
• Confidence intervals of treatment effects in panel data models with interactive fixed effects (Q6199627) (← links)
• Time-varying forecast combination for factor-augmented regressions with smooth structural changes (Q6199635) (← links)