Pages that link to "Item:Q4468514"
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The following pages link to Forecasting Using Principal Components From a Large Number of Predictors (Q4468514):
Displayed 50 items.
- A Predictive Approach for Selection of Diffusion Index Models (Q5080438) (← links)
- (Q5101781) (← links)
- Simultaneous variable and factor selection via sparse group lasso in factor analysis (Q5107489) (← links)
- Extracting Conditionally Heteroskedastic Components using Independent Component Analysis (Q5111846) (← links)
- Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients (Q5111851) (← links)
- Forecasting the industrial production using alternative factor models and business survey data (Q5129110) (← links)
- The Five Trolls Under the Bridge: Principal Component Analysis With Asynchronous and Noisy High Frequency Data (Q5146046) (← links)
- (Q5148950) (← links)
- (Q5159462) (← links)
- PCA-BASED EX-ANTE FORECASTING OF SWAP TERM STRUCTURES (Q5193005) (← links)
- The principal problem with principal components regression (Q5203802) (← links)
- Forecasting Multiple Time Series With One-Sided Dynamic Principal Components (Q5208073) (← links)
- FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control (Q5208092) (← links)
- Principal Component Analysis of High-Frequency Data (Q5229911) (← links)
- Factor and Idiosyncratic Empirical Processes (Q5242464) (← links)
- Bootstrap Inference in Regressions with Estimated Factors and Serial Correlation (Q5251510) (← links)
- A Structural‐Factor Approach to Modeling High‐Dimensional Time Series and Space‐Time Data (Q5377201) (← 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)
- OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS (Q5411519) (← links)
- Pooling‐Based Data Interpolation and Backdating (Q5430491) (← links)
- Outliers Detection in Multivariate Time Series by Independent Component Analysis (Q5457593) (← links)
- Large Covariance Estimation by Thresholding Principal Orthogonal Complements (Q5743151) (← links)
- The effect of neglecting the slope parameters’ heterogeneity on dynamic models of corporate capital structure (Q5745642) (← links)
- TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION (Q5859565) (← links)
- Spiked sample covariance matrices with possibly multiple bulk components (Q5860230) (← links)
- Dynamic principal component analysis with missing values (Q5861402) (← links)
- Time varying factor models with possibly strongly correlated noises (Q5861570) (← links)
- Model selection in factor-augmented regressions with estimated factors (Q5862416) (← links)
- Efficient Estimation with Many Weak Instruments Using Regularization Techniques (Q5864515) (← links)
- A state-space approach to time-varying reduced-rank regression (Q5867576) (← links)
- Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
- Comment on “Factor Models for High-Dimensional Tensor Time Series” (Q5881067) (← links)
- Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues (Q5881144) (← links)
- Learning Latent Factors From Diversified Projections and Its Applications to Over-Estimated and Weak Factors (Q5885115) (← links)
- Projected principal component analysis in factor models (Q5963521) (← links)
- High-Dimensional Factor Regression for Heterogeneous Subpopulations (Q6039856) (← links)
- A CROSS-SECTIONAL METHOD FOR RIGHT-TAILED PANIC TESTS UNDER A MODERATELY LOCAL TO UNITY FRAMEWORK (Q6042900) (← links)
- Subspace clustering for panel data with interactive effects (Q6059401) (← links)
- Adaptive robust large volatility matrix estimation based on high-frequency financial data (Q6090556) (← links)
- A flexible predictive density combination for large financial data sets in regular and crisis periods (Q6090582) (← links)
- Uniform predictive inference for factor models with instrumental and idiosyncratic betas (Q6090585) (← links)
- Time-varying forecast combination for high-dimensional data (Q6090590) (← links)
- Cross-Validated Loss-based Covariance Matrix Estimator Selection in High Dimensions (Q6094089) (← links)
- Specification tests for time-varying coefficient models (Q6108274) (← links)
- Parametric estimation of long memory in factor models (Q6108311) (← links)
- Approximate factor models with weaker loadings (Q6108332) (← links)
- Large volatility matrix analysis using global and national factor models (Q6108334) (← links)
- Generalized Factor Model for Ultra-High Dimensional Correlated Variables with Mixed Types (Q6110027) (← links)
- Directed graphs and variable selection in large vector autoregressive models (Q6135342) (← links)