Pages that link to "Item:Q5472956"
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The following pages link to Inferential Theory for Factor Models of Large Dimensions (Q5472956):
Displayed 50 items.
- Panels with non-stationary multifactor error structures (Q737289) (← links)
- Editorial. Factor structures for panel and multivariate time series data (Q737935) (← links)
- Fitting dynamic factor models to non-stationary time series (Q737945) (← links)
- Testing for structural breaks in dynamic factor models (Q737946) (← links)
- Testing for a unit root in a random coefficient panel data model (Q738151) (← 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)
- Estimation of high-dimensional linear factor models with grouped variables (Q764504) (← links)
- Information, data dimension and factor structure (Q765833) (← links)
- Estimation of dynamic mixed double factors model in high-dimensional panel data (Q781313) (← links)
- Factor-driven two-regime regression (Q820823) (← links)
- High-dimensional two-sample mean vectors test and support recovery with factor adjustment (Q830606) (← links)
- A dynamic factor approach to nonlinear stability analysis (Q844759) (← 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)
- 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)
- Interpolation and backdating with a large information set (Q959707) (← links)
- A robust sign test for panel unit roots under cross sectional dependence (Q961277) (← links)
- Large dimension forecasting models and random singular value spectra (Q978861) (← links)
- Multivariate modelling of long memory processes with common components (Q1020895) (← links)
- On the systematic and idiosyncratic volatility with large panel high-frequency data (Q1650070) (← links)
- Estimation and inference of dynamic structural factor models with over-identifying restrictions (Q1652946) (← links)
- Revisiting useful approaches to data-rich macroeconomic forecasting (Q1659116) (← links)
- Simultaneous multiple change-point and factor analysis for high-dimensional time series (Q1668579) (← links)
- Using principal component analysis to estimate a high dimensional factor model with high-frequency data (Q1676387) (← links)
- Tactical sales forecasting using a very large set of macroeconomic indicators (Q1681509) (← links)
- Pivotal variable detection of the covariance matrix and its application to high-dimensional factor models (Q1704016) (← links)
- Heterogeneity adjustment with applications to graphical model inference (Q1711558) (← links)
- Detecting irrelevant variables in possible proxies for the latent factors in macroeconomics and finance (Q1730160) (← links)
- High-dimensional functional time series forecasting: an application to age-specific mortality rates (Q1733284) (← links)
- Regime switching panel data models with interactive fixed effects (Q1738414) (← links)
- Robust covariance estimation for approximate factor models (Q1739628) (← links)
- Large-dimensional factor modeling based on high-frequency observations (Q1739630) (← links)
- Knowing factors or factor loadings, or neither? Evaluating estimators of large covariance matrices with noisy and asynchronous data (Q1739632) (← links)
- Consistent estimation of time-varying loadings in high-dimensional factor models (Q1739877) (← links)
- Weak \(\sigma\)-convergence: theory and applications (Q1740291) (← links)
- Dynamic factor analysis for short panels: estimating performance trajectories for water utilities (Q1742849) (← links)
- Testing against constant factor loading matrix with large panel high-frequency data (Q1753061) (← links)
- Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models (Q1755119) (← links)
- Power-law partial correlation network models (Q1786580) (← links)
- On testing for structural break of coefficients in factor-augmented regression models (Q1786799) (← links)
- A note on the asymptotic properties of least squares estimation in high dimensional constrained factor models (Q1788006) (← links)
- Identifying latent grouped patterns in panel data models with interactive fixed effects (Q1792463) (← links)
- Quasi maximum likelihood analysis of high dimensional constrained factor models (Q1792465) (← links)
- Estimation of large dimensional factor models with an unknown number of breaks (Q1792477) (← links)
- Factor-adjusted multiple testing of correlations (Q1796926) (← links)
- On the asymptotic \(t\)-test for large nonstationary panel models (Q1927111) (← links)
- Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market (Q1927117) (← links)