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.
- Forecasting financial and macroeconomic variables using data reduction methods: new empirical evidence (Q2511793) (← links)
- Disentangling systematic and idiosyncratic dynamics in panels of volatility measures (Q2511805) (← links)
- Identification theory for high dimensional static and dynamic factor models (Q2512530) (← links)
- Testing a linear dynamic panel data model against nonlinear alternatives (Q2512605) (← links)
- A semiparametric model for heterogeneous panel data with fixed effects (Q2516308) (← links)
- The treatment-effect estimation: a case study of the 2008 economic stimulus package of China (Q2516324) (← links)
- Home-purchase restriction, property tax and housing price in China: a counterfactual analysis (Q2516325) (← links)
- A panel data approach to economic forecasting: the bias-corrected average forecast (Q2630076) (← links)
- Business cycle and corporate failure in France: Is there a link? (Q2642587) (← links)
- Improved index insurance design and yield estimation using a dynamic factor forecasting approach (Q2657001) (← links)
- Large-dimensional dynamic factor models: estimation of impulse-response functions with I(1) cointegrated factors (Q2658756) (← links)
- Revisiting the location of FDI in China: a panel data approach with heterogeneous shocks (Q2658757) (← links)
- Detection of units with pervasive effects in large panel data models (Q2658758) (← links)
- Augmented factor models with applications to validating market risk factors and forecasting bond risk premia (Q2658786) (← links)
- Estimation and inference in semiparametric quantile factor models (Q2658787) (← links)
- Autoencoder asset pricing models (Q2658795) (← links)
- High dimensional minimum variance portfolio estimation under statistical factor models (Q2658801) (← links)
- Determining the number of breaks in large dimensional factor models with structural changes (Q2659950) (← links)
- Moving dynamic principal component analysis for non-stationary multivariate time series (Q2667028) (← links)
- Multi-population mortality modeling: when the data is too much and not enough (Q2670121) (← links)
- Separation of Uncorrelated Stationary time series using Autocovariance Matrices (Q2802912) (← links)
- A Likelihood Ratio Test for Idiosyncratic Unit Roots in the Exact Factor Model with Integrated Factors (Q2816736) (← links)
- FACTOR UNIQUENESS IN THE S&P 500 UNIVERSE: CAN PROPRIETARY FACTORS EXIST? (Q2842533) (← links)
- Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints (Q2889639) (← links)
- A NEW PANEL DATA TREATMENT FOR HETEROGENEITY IN TIME TRENDS (Q2890706) (← links)
- EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS (Q2929841) (← links)
- A Lagrange Multiplier-Type Test for Idiosyncratic Unit Roots in the Exact Factor Model (Q2954302) (← links)
- Factor Modelling for High-Dimensional Time Series: Inference and Model Selection (Q2968469) (← links)
- DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS (Q2981828) (← links)
- INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT (Q2995415) (← links)
- Likelihood Function and Canonical Correlation Analysis of the Peña–Box Model (Q3006276) (← links)
- Asymptotic Conditional Singular Value Decomposition for High-Dimensional Genomic Data (Q3013964) (← links)
- Weak and strong cross‐section dependence and estimation of large panels (Q3018486) (← links)
- Quantile regression models with factor‐augmented predictors and information criterion (Q3018487) (← links)
- Forecasting in dynamic factor models using Bayesian model averaging (Q3023038) (← links)
- Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments (Q3063856) (← links)
- To Combine Forecasts or to Combine Information? (Q3063857) (← links)
- Are disaggregate data useful for factor analysis in forecasting French GDP? (Q3065498) (← links)
- Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models (Q3065501) (← links)
- Forecasting using targeted diffusion indexes (Q3065519) (← links)
- Forecasting key macroeconomic variables from a large number of predictors: a state space approach (Q3065521) (← links)
- Model selection for generalized linear models with factor-augmented predictors (Q3077468) (← links)
- Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models (Q3084623) (← links)
- A wavelet approach for factor-augmented forecasting (Q3096858) (← links)
- LOCALLY STATIONARY FACTOR MODELS: IDENTIFICATION AND NONPARAMETRIC ESTIMATION (Q3108568) (← links)
- Non-parametric regression with a latent time series (Q3161672) (← links)
- Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application (Q3161681) (← links)
- Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK (Q3166696) (← links)
- G-7 INFLATION FORECASTS: RANDOM WALK, PHILLIPS CURVE OR WHAT ELSE? (Q3182102) (← links)
- Pairwise Tests of Purchasing Power Parity (Q3182770) (← links)