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 24 items.
- A Panel Unit Root Test with Good Power in Small Samples (Q3183722) (← links)
- Double unit root tests for cross-sectionally dependent panel data (Q3183852) (← links)
- ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION (Q3377454) (← links)
- Determining the Number of Factors and Lag Order in Dynamic Factor Models: A Minimum Entropy Approach (Q3518455) (← links)
- Factor analysis in a model with rational expectations (Q3521274) (← links)
- A bootstrap procedure for panel data sets with many cross-sectional units (Q3521281) (← links)
- An Extended Portmanteau Test for VARMA Models With Mixing Nonlinear Constraints (Q3552848) (← links)
- Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling (Q3557574) (← links)
- Determining the number of factors in a multivariate error correction-volatility factor model (Q3566437) (← links)
- PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION (Q3580635) (← links)
- TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE (Q3632373) (← links)
- PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (Q4653563) (← links)
- TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS (Q4979493) (← links)
- Bootstrap Inference in Regressions with Estimated Factors and Serial Correlation (Q5251510) (← links)
- Approximate factor models: Finite sample distributions (Q5290896) (← links)
- Age–period–cohort decompositions using principal components and partial least squares (Q5300721) (← links)
- Bayesian analysis of the factor model with finance applications (Q5309007) (← links)
- EFFICIENT ESTIMATION OF FACTOR MODELS (Q5389953) (← links)
- Selecting the Number of Principal Components in Functional Data (Q5406357) (← links)
- OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS (Q5411519) (← links)
- Outliers Detection in Multivariate Time Series by Independent Component Analysis (Q5457593) (← links)
- Mean group tests for stationarity in heterogeneous panels (Q5469922) (← links)
- AUTOMATED DISCOVERY IN ECONOMETRICS (Q5697621) (← links)
- The effect of neglecting the slope parameters’ heterogeneity on dynamic models of corporate capital structure (Q5745642) (← links)
