Pages that link to "Item:Q527936"

The following pages link to Asymptotics of the principal components estimator of large factor models with weakly influential factors (Q527936):

Displaying 30 items.

• Large dimensional latent factor modeling with missing observations and applications to causal inference (Q2688665) (← links)
• Most powerful test against a sequence of high dimensional local alternatives (Q2697980) (← links)
• Weak and strong cross‐section dependence and estimation of large panels (Q3018486) (← links)
• A Randomized Sequential Procedure to Determine the Number of Factors (Q4559712) (← links)
• LIMIT THEOREMS FOR FACTOR MODELS (Q5012632) (← links)
• The Dispersion Bias (Q5080131) (← links)
• Principal Eigenportfolios for U.S. Equities (Q5092726) (← links)
• (Q5159467) (← links)
• FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control (Q5208092) (← links)
• Estimation of factor-augmented panel regressions with weakly influential factors (Q5862479) (← links)
• Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model (Q5864652) (← links)
• Determining the number of factors with potentially strong within-block correlations in error terms (Q5864656) (← links)
• Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
• Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues (Q5881144) (← links)
• Discussion of ``Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation'' (Q5965317) (← links)
• Linear panel regressions with two-way unobserved heterogeneity (Q6090548) (← links)
• Cross-Validated Loss-based Covariance Matrix Estimator Selection in High Dimensions (Q6094089) (← links)
• Approximate factor models with weaker loadings (Q6108332) (← links)
• Factor-augmented Model for Functional Data (Q6144617) (← links)
• Inferential theory for generalized dynamic factor models (Q6150524) (← links)
• Large factor model estimation by nuclear norm plus \(\ell_1\) norm penalization (Q6183693) (← links)
• Ridge Regression Under Dense Factor Augmented Models (Q6567950) (← links)
• Inference in Sparsity-Induced Weak Factor Models (Q6586893) (← links)
• Estimation of Sparsity-Induced Weak Factor Models (Q6586902) (← links)
• Community Detection in Partial Correlation Network Models (Q6620846) (← links)
• FNETS: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series (Q6626256) (← links)
• Changes in the span of systematic risk exposures (Q6646160) (← links)
• Testing General Linear Hypotheses Under a High-Dimensional Multivariate Regression Model with Spiked Noise Covariance (Q6651383) (← links)
• Large sample correlation matrices with unbounded spectrum (Q6656667) (← links)
• Target PCA: transfer learning large dimensional panel data (Q6664641) (← links)