Pages that link to "Item:Q5474964"

The following pages link to Determining the Number of Factors in Approximate Factor Models (Q5474964):

Displaying 50 items.

• Estimating the common break date in large factor models (Q500594) (← links)
• Estimation of average treatment effects with panel data: asymptotic theory and implementation (Q506048) (← links)
• Determining the number of factors when the number of factors can increase with sample size (Q506051) (← links)
• Identification and estimation of a large factor model with structural instability (Q506054) (← links)
• Least squares estimation of large dimensional threshold factor models (Q506056) (← links)
• On the determination of the number of factors using information criteria with data-driven penalty (Q513695) (← links)
• Spatial dynamic panel data models with interactive fixed effects (Q515141) (← links)
• Testing economic convergence in non-stationary panel (Q518889) (← links)
• Using large data sets to forecast sectoral employment (Q520398) (← links)
• Penalized least squares estimation with weakly dependent data (Q525888) (← links)
• Asymptotics of the principal components estimator of large factor models with weakly influential factors (Q527936) (← links)
• Nonparametric trending regression with cross-sectional dependence (Q527964) (← links)
• Sieve estimation of panel data models with cross section dependence (Q527969) (← links)
• Asymptotic distribution of factor augmented estimators for panel regression (Q527972) (← links)
• A regularization approach to the many instruments problem (Q528055) (← links)
• On bootstrapping panel factor series (Q528127) (← links)
• A generalized nonlinear IV unit root test for panel data with cross-sectional dependence (Q530977) (← links)
• Model specification in panel data unit root tests with an unknown break (Q543445) (← links)
• Improved penalization for determining the number of factors in approximate factor models (Q613167) (← links)
• Dynamic mortality factor model with conditional heteroskedasticity (Q659163) (← links)
• Factor models and variable selection in high-dimensional regression analysis (Q661163) (← links)
• Estimating the number of common factors in serially dependent approximate factor models (Q694956) (← links)
• Monetary, fiscal and oil shocks: evidence based on mixed frequency structural FAVARs (Q726590) (← links)
• Nonparametric estimation of a latent variable model (Q730430) (← links)
• A spatio-temporal model of house prices in the USA (Q736568) (← links)
• Panels with non-stationary multifactor error structures (Q737289) (← links)
• Editorial. Factor structures for panel and multivariate time series data (Q737935) (← links)
• The general dynamic factor model: one-sided representation results (Q737938) (← links)
• Dynamic factors in the presence of blocks (Q737940) (← links)
• Market liquidity as dynamic factors (Q737943) (← links)
• Fitting dynamic factor models to non-stationary time series (Q737945) (← links)
• Testing for structural breaks in dynamic factor models (Q737946) (← links)
• Variable selection, estimation and inference for multi-period forecasting problems (Q738005) (← links)
• Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
• Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships (Q740074) (← links)
• Common factors in credit defaults swap markets (Q740092) (← links)
• Estimation of high-dimensional linear factor models with grouped variables (Q764504) (← links)
• Information, data dimension and factor structure (Q765833) (← links)
• Determining the number of factors in approximate factor models by twice K-fold cross validation (Q777679) (← links)
• Estimation of dynamic mixed double factors model in high-dimensional panel data (Q781313) (← links)
• Estimation of high dimensional factor model with multiple threshold-type regime shifts (Q830479) (← links)
• High-dimensional two-sample mean vectors test and support recovery with factor adjustment (Q830606) (← links)
• Generalized principal component analysis for moderately non-stationary vector time series (Q830695) (← links)
• Dynamic factor models (Q862777) (← links)
• Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645) (← links)
• Efficient estimation of approximate factor models via penalized maximum likelihood (Q898581) (← links)
• \(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors (Q898600) (← links)
• Testing covariates in high dimension linear regression with latent factors (Q901275) (← links)
• Factor-based forecasting in the presence of outliers: are factors better selected and estimated by the median than by the mean? (Q905382) (← links)
• Unobserved heterogeneity in panel time series models (Q959319) (← links)