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.
- Threshold factor models for high-dimensional time series (Q2305974) (← links)
- Impairment of monetary autonomy: case of ``trilemma`` vs. ``duo'' (Q2315405) (← links)
- Identifying the number of factors using a white noise test (Q2322652) (← links)
- Unified inference for nonlinear factor models from panels with fixed and large time span (Q2323363) (← links)
- Rank regularized estimation of approximate factor models (Q2323367) (← links)
- High-dimensional multivariate realized volatility estimation (Q2323370) (← links)
- A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables (Q2323372) (← links)
- Variable selection in panel models with breaks (Q2323384) (← links)
- Did financial factors matter during the Great Recession? (Q2328506) (← links)
- A diagnostic criterion for approximate factor structure (Q2330733) (← links)
- Semi-parametric single-index panel data models with interactive fixed effects: theory and practice (Q2330739) (← links)
- The quantitative effects of tax foresight: not all states are equal (Q2338518) (← links)
- A note on the limiting spectral distribution of a symmetrized auto-cross covariance matrix (Q2339574) (← links)
- Tests for overidentifying restrictions in factor-augmented VAR models (Q2343754) (← links)
- High dimensional generalized empirical likelihood for moment restrictions with dependent data (Q2343775) (← links)
- Dynamic factor models with infinite-dimensional factor spaces: one-sided representations (Q2343813) (← links)
- Nonparametric rank tests for non-stationary panels (Q2343816) (← links)
- Independence test for high dimensional data based on regularized canonical correlation coefficients (Q2343952) (← links)
- Testing for individual and time effects in panel data models with interactive effects (Q2345165) (← links)
- Specification test for panel data models with interactive fixed effects (Q2346028) (← links)
- On the sample covariance matrix estimator of reduced effective rank population matrices, with applications to fPCA (Q2348740) (← links)
- Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models (Q2350056) (← links)
- Panel data analysis -- advantages and challenges (with comments and rejoinder) (Q2384656) (← links)
- Dynamic factor models with infinite-dimensional factor space: asymptotic analysis (Q2397725) (← links)
- Inferences in panel data with interactive effects using large covariance matrices (Q2398975) (← links)
- Econometric analysis of multivariate realised QML: estimation of the covariation of equity prices under asynchronous trading (Q2405902) (← links)
- Large covariance estimation through elliptical factor models (Q2413594) (← links)
- Chinese Divisia monetary index and GDP nowcasting (Q2416229) (← links)
- Stock market contagion: a new approach (Q2416322) (← links)
- Hypothesis tests for principal component analysis when variables are standardized (Q2419845) (← links)
- The Tracy-Widom limit for the largest eigenvalues of singular complex Wishart matrices (Q2426602) (← links)
- The generalized dynamic factor model consistency and rates (Q2439043) (← links)
- Testing for a unit root in panels with dynamic factors (Q2439090) (← links)
- Estimating cross-section common stochastic trends in nonstationary panel data (Q2439092) (← links)
- Panel unit root tests in the presence of a multifactor error structure (Q2440389) (← links)
- A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors (Q2442401) (← links)
- Principal components estimation and identification of static factors (Q2442574) (← links)
- Factor-GMM estimation with large sets of possibly weak instruments (Q2445717) (← links)
- Bayesian variable selection and model averaging in the arbitrage pricing theory model (Q2445778) (← links)
- Factor models in high-dimensional time series: A time-domain approach (Q2447649) (← links)
- Theory and methods of panel data models with interactive effects (Q2448726) (← links)
- Testing for structural stability of factor augmented forecasting models (Q2451804) (← links)
- Bootstrapping factor-augmented regression models (Q2451810) (← links)
- Consistent factor estimation in dynamic factor models with structural instability (Q2453088) (← links)
- Random matrix theory in statistics: a review (Q2453609) (← links)
- Limiting spectral distribution of a symmetrized auto-cross covariance matrix (Q2454407) (← links)
- The application of spectral distribution of product of two random matrices in the factor analysis (Q2465139) (← links)
- Consistent variable selection in large panels when factors are observable (Q2489495) (← links)
- Nonstationary dynamic factor analysis (Q2491853) (← links)
- Posterior contraction in sparse Bayesian factor models for massive covariance matrices (Q2510828) (← links)