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 50 items.
- Double data piling leads to perfect classification (Q2074331) (← links)
- Consistently recovering the signal from noisy functional data (Q2078554) (← links)
- Inference on common intraday periodicity at high frequencies (Q2081769) (← links)
- Fast inference methods for high-dimensional factor copulas (Q2097684) (← links)
- A spatial panel quantile model with unobserved heterogeneity (Q2106401) (← links)
- Preprocessing noisy functional data: a multivariate perspective (Q2106796) (← links)
- Testing for the rank of a covariance operator (Q2112827) (← links)
- Adaptive estimation in multivariate response regression with hidden variables (Q2131249) (← links)
- Statistical inference for principal components of spiked covariance matrices (Q2131269) (← links)
- Poisson reduced-rank models with sparse loadings (Q2132046) (← links)
- Rank determination in tensor factor model (Q2136659) (← links)
- Inference in latent factor regression with clusterable features (Q2137004) (← links)
- Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications (Q2137016) (← links)
- Doubly debiased Lasso: high-dimensional inference under hidden confounding (Q2148976) (← links)
- Robust estimation of the number of factors for the pair-elliptical factor models (Q2155030) (← links)
- Testing the eigenvalue structure of spot and integrated covariance (Q2155301) (← links)
- Bayesian factor-adjusted sparse regression (Q2155305) (← links)
- A dynamic factor model with stylized facts to forecast volatility for an optimal portfolio (Q2163718) (← links)
- A generalized information criterion for high-dimensional PCA rank selection (Q2165846) (← links)
- Efficient estimation of heterogeneous coefficients in panel data models with common shocks (Q2173185) (← links)
- Dimensionality determination: a thresholding double ridge ratio approach (Q2178157) (← links)
- Sequential testing for structural stability in approximate factor models (Q2186663) (← links)
- Estimating latent asset-pricing factors (Q2190237) (← links)
- Government spending and heterogeneous consumption dynamics (Q2191456) (← links)
- Consistent estimation of high-dimensional factor models when the factor number is over-estimated (Q2192324) (← links)
- Limiting laws for divergent spiked eigenvalues and largest nonspiked eigenvalue of sample covariance matrices (Q2196219) (← links)
- Measuring macroeconomic uncertainty: a historical perspective (Q2209630) (← links)
- Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices (Q2214247) (← links)
- Adaptive estimation in structured factor models with applications to overlapping clustering (Q2215724) (← links)
- Nonlinear factor models for network and panel data (Q2224978) (← links)
- Estimating and testing high dimensional factor models with multiple structural changes (Q2224981) (← links)
- Predicting the VIX and the volatility risk premium: the role of short-run funding spreads volatility factors (Q2224982) (← links)
- Detecting granular time series in large panels (Q2224994) (← links)
- Estimation of a SAR model with endogenous spatial weights constructed by bilateral variables (Q2225011) (← links)
- Nonstationary panel models with latent group structures and cross-section dependence (Q2225013) (← links)
- Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects (Q2227062) (← links)
- Estimation and inference of change points in high-dimensional factor models (Q2227075) (← links)
- Panel threshold models with interactive fixed effects (Q2227077) (← links)
- The limits of the sample spiked eigenvalues for a high-dimensional generalized Fisher matrix and its applications (Q2242854) (← links)
- Data science, big data and statistics (Q2273155) (← links)
- Consistency of generalized dynamic principal components in dynamic factor models (Q2273706) (← links)
- On testing for high-dimensional white noise (Q2284378) (← links)
- Assessing the causal effect of binary interventions from observational panel data with few treated units (Q2292398) (← links)
- A large covariance matrix estimator under intermediate spikiness regimes (Q2293542) (← links)
- On time-varying factor models: estimation and testing (Q2294514) (← links)
- Determining individual or time effects in panel data models (Q2295800) (← links)
- Testing for the null of block zero restrictions in common factor models (Q2300345) (← links)
- Principal envelope model (Q2301089) (← links)
- Generalized dynamic factor models and volatilities: consistency, rates, and prediction intervals (Q2305972) (← links)
- A robust procedure to build dynamic factor models with cluster structure (Q2305973) (← links)