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):
Displaying 50 items.
- 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)
- Estimating multi-country prosperity index: a two-dimensional singular spectrum analysis approach (Q741879) (← 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)
- Principal component analysis using frequency components of multivariate time series (Q830499) (← 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)
- Volatility dynamics of the US business cycle: A multivariate asymmetric GARCH approach (Q834310) (← links)
- Forecasting world trade: Direct versus ``bottom-up'' approaches (Q836019) (← links)
- A dynamic factor approach to nonlinear stability analysis (Q844759) (← links)
- Dynamic factor models (Q862777) (← links)
- Efficient estimation of approximate factor models via penalized maximum likelihood (Q898581) (← links)
- Estimation of heterogeneous panels with structural breaks (Q898593) (← links)
- \(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors (Q898600) (← links)
- Factor-based forecasting in the presence of outliers: are factors better selected and estimated by the median than by the mean? (Q905382) (← links)
- Time-dependent frequency domain principal components analysis of multichannel non-stationary signals (Q959318) (← links)
- Interpolation and backdating with a large information set (Q959707) (← links)
- Forecast comparison of principal component regression and principal covariate regression (Q1019994) (← links)
- Parameter cascading for panel models with unknown number of unobserved factors: an application to the credit spread puzzle (Q1623512) (← links)
- Estimation and inference of dynamic structural factor models with over-identifying restrictions (Q1652946) (← links)
- Transformed contribution ratio test for the number of factors in static approximate factor models (Q1654280) (← links)
- Complete subset regressions with large-dimensional sets of predictors (Q1657568) (← links)
- Recent developments in high dimensional covariance estimation and its related issues, a review (Q1657856) (← links)
- Revisiting useful approaches to data-rich macroeconomic forecasting (Q1659116) (← links)
- Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods (Q1659126) (← links)
- Structured variable selection via prior-induced hierarchical penalty functions (Q1659467) (← links)
- Simultaneous multiple change-point and factor analysis for high-dimensional time series (Q1668579) (← links)
- Double instrumental variable estimation of interaction models with big data (Q1676366) (← links)
- Generalized dynamic factor models and volatilities: estimation and forecasting (Q1676377) (← links)
- Using principal component analysis to estimate a high dimensional factor model with high-frequency data (Q1676387) (← links)
- Estimation and forecasting in vector autoregressive moving average models for rich datasets (Q1680191) (← 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)
- Periodic dynamic factor models: estimation approaches and applications (Q1711582) (← links)
- Disentangling and assessing uncertainties in multiperiod corporate default risk predictions (Q1728674) (← links)
- Robust covariance estimation for approximate factor models (Q1739628) (← links)
- Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction (Q1739867) (← links)
- Consistent estimation of time-varying loadings in high-dimensional factor models (Q1739877) (← links)
- Forecasting using random subspace methods (Q1740303) (← links)
- Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification (Q1740344) (← links)
- Confidence intervals in regressions with estimated factors and idiosyncratic components (Q1782308) (← links)
- Power-law partial correlation network models (Q1786580) (← links)
- On testing for structural break of coefficients in factor-augmented regression models (Q1786799) (← 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)
